Well, again, there are scripts that don't require you to login. For Age Of Empires III: Complete Collection, which is the only one I have had to use a script for, there is both a Wine+CD version and Steam+Proton version, and selecting the Wine+CD Version I can install it without any kind of account. (Though I have to have a copy of the CD)

And you can still install things manually, e.g. Victoria 3 only has a Steam install script but I can install fitgirl's repack by just using the "Install a Windows game from an executable" option.

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