So, once upon at time, you could launch FF14 directly without having Steam online. Sometime passed and a new policy came into place where FF14 would not longer have the ability to launch without Steam online first.

The issue? Steam has had some authenticating problems, meaning that people could not bypass it by launching FF14 directly. The issue has passed but the policy is still in place.

As King Canadane as advised, if you can get your hands on a copy without Steam, go for it.

EDIT:

Here, this is link to the actual change: https://na.finalfantasyxiv.com/lodes...727afe494a3b81