Some games do though and that DRM-Free on Steam list isn't as clear cut as 100% DRM vs 0% DRM 'just like GOG' at all:-

- If you have the client installed it still gets 'called' by many games like Firewatch, Turok, etc, that (as mechmouse mentioned) will affect using games from the same account on another machine in the house. The 'fix' (renaming the client back & forth on every game start / quit or installing / uninstalling Steam after every game install) gets old very quickly
- Deleting certain Steamworks.dll, steam_api.dll, etc, files to prevent them calling the client works for some games but breaks others
- Some will refuse to start unless you manually create an steam_appid.txt file with the correct Steam id #
- Some need the DRM manually patching out of it (Deus Ex, Gothic 1-2, Tropico 3, etc) by hunting down retail disc patches then extracting and replacing the .exe (little functional difference vs using a NoCD / crack)
- Some need 3rd party utilities (eg, if you don't use FOSE for Fallout 3, then it still has DRM)
- Some are simply broken without the client (eg, Cognition and multiple others = "Game does not save" = Functionally useless)
- Some need source ports (Quake 1-3, Hexen 2, etc)
- Some like Penumbra, Shadowrun HK, Victor Vran, Deponia Complete, etc, are DRM-Free for Linux but still DRM'd for Windows.
- Some like The Walking Dead are DRM-Free only for Mac
- Some are base game only (DLC is still DRM'd) or like FEAR are the reverse (base has DRM, only expansions are DRM-Free)
- Some have bundled secondary .exe's that don't work (eg, level editors)
- Many games likely to be bought in a bundle are split (Portal 1 = DRM-Free, Portal 2 = DRM'd / Half-Life 2 = DRM-Free, Half-Life (non source) = DRM'd)
- Some like Don't Starve are "DRM-Free on Steam" purely because you can ask the devs directly for a non-Steam version
- Some like Two Worlds Epic require a lengthy registry edit unique to each install and then will still ask for a CD key followed by a server authentication check.
- Many games are untested (the huge number of ?). It's easy to assume that because it has a tick in Linux then Windows will be the same but as I reported with Deponia Complete Collection, it hard fails in Windows without the Steam Client running. Many ? games may be the same but only a very few of us are even bothering to test due to the hassle of the testing procedure.

All this stuff is there for informational purposes but also artificially pads out the list to make it look bigger / more appealing than it actually is. Enough research & testing is required for a mere 5% of Steam's catalogue that it's more of a gimmicky "bonus" for a handful of us who are both DRM-enthusiasts and extremely geeky enough to go through all that testing rather than any serious hassle-free mainstream "DRM-Free platform" in any tangible sense. And yes I own a couple of games on it and have contributed to that list myself in the past on multiple occasions, and it's a pain in the ass to test multiple OS versions then see if it actually saves properly not just starts, etc, then repeat verify of DRM-Freeness for each new patch issued for each game on that list, all ideally by downloading on one PC and testing on another (to completely rule out CEG style protection lurking in the background that would lock it to the first motherboard).

Overall, I'd say Valve is a store that sells games of which 1 in 20 can be bodged to be DRM-Free. They sure aren't a "DRM-Free store" in any sense remotely approaching GOG, Humble, etc, regarding how games are advertised, packaged, sold, downloaded or guaranteed by the store, nor by the fact that on Steamworks documentation page, they openly encourage devs to add Steam DRM that "can and should be used in combination with other DRM solutions". One hell of a "DRM-Free policy" there... ;-)