I plan on using this specifically with my docked Steam Deck, so I don't mind. However, it's a good point to make.
I don't think it's a big deal, though. The entire reason to buy this thing is for the integration with Steam Input and all the cool things you can do with the track pads, Grip Sense and everything else. Steam Input absolutely blows away any third-party input app I've ever used in the past from Logitech, Corsair, or whoever. I suppose to be fair, they should release a stand-alone Steam Input program.
If Apple did this, and required... I dunno... fuckin' iTunes to run their Apple controller, I'd mock them and anyone who buys it, but I guess Valve gets a pass because I'm a fanboy.
I own one Epic game (Fenix Rising), and a few Humble games, and maybe a couple GoG, but 99.9% of the time I'm playing a Steam game anyway. I imagine the controller works fine for running a non-steam game that you've registered in your Steam Library.