You don't need Steam, but it is really not advisable to skip them, to a point where you do need to publish there. That makes it a quasi monopoly, whether Valve intended to do that doesn't matter. These exception are still extremely rare (and Hytale could only build an audience because Minecraft was already there without Steam). On r/gamedev, the question is almost never asked (a telling sign already), but here's an instance where it has been asked and fellow indie game devs and professionals are pretty clear on the necessity of Steam: https://archive.ph/b7202