You can't realistically navigate around their service if you want to make money with your game.
Where are you getting this from? Yes you can absolutely do this. Mojang did this for decades a la Minecraft, Dwarf Fortress did this for decades. Roblox is massive. World of Warcraft, I mean, yes you can absolutely make a hit title, sell well, and have nothing to do with Steam.
Edit: The most recent example right now is Hytale, which is purposely not on Steam and reached 1M+ active players in the first week.