Multiplayer games need to connect to steam, or they will automaticly disconect you in like 5-10 minutes. I think only WA and few more games are exceptions for it, most games need this shit to be online, for example You cant play pubg being offline on steam, you can always set ur status as "not visible" if that's what you want. Anyway, in solo games like Resident Evil or the witcher, after launch the game, You can close the steam and still You can continue playing, it will not count ur hours tho and other things, but in online games it is not possible, I dont know why WA works this way, maybe some kind of magic