Steam is undoubtedly inconvenient. Imagine a third party proprietary launcher filled with ads was required to use your browser.
You can use steam without ever seeing an ad. Due to low internet bandwidth I just turned off the couple of popups and I currently see 0 ads if I don’t specifically go to the store part. Steam boots into library, so no ads, none in downloads. I don’t use the rest unless I’m actually looking for a new game.
The only “ad” steam pushes into your face is the startup pop-up, which can be disabled in settings.
Without that, you can use whatever you like to launch your games. Valve doesn’t care. You can have a desktop shortcut for every one of your games and never see steam open, or use something like PlayNite to aggregate the games from several services into one library.