Adding to the above, at the moment you can still use the non-Steam launcher to play the Steam version of the game (as both use exactly the same launcher/files, the only difference is your licence and if it is flagged as Steam or not).

However SE has said that in an upcoming update you'll no longer be able to do that and Steam users will have to launch the game from Steam. But they've pushed it back and back (and hopefully changed their minds about doing it...) so right now we don't know if/when it'll happen or how it's going to work/what checks it is doing.

Their last update on this: https://na.finalfantasyxiv.com/lodes...9d4dcbcf2c5f4d

But if your question was can you change from Steam to non-Steam, the answer is no, you're stuck on Steam forever sorry.