Whta is this steam client? I bought Heroes III like years ago now, and i open it today and I have to now be part of this GOG client ?

Where is the opt out button?

I bought this game to play the game. Single player. Not online.

*Moded, please refrain from swearing excessively.

please mind the language.
You do not need an opt out button, as the client is optional. Just go to your game library on the website, search for your game and click on the down facing arrow in the lower right corner of the game tile. then choose "view downloads".

Is there any chance that you downloaded the installer a long time ago. For a while the games were bundled with Galaxy 1.0 on default and you had to opt-out during installation process.

If that's the case just uninstall Galaxy and redownload the game. Today's installers no longer include Galaxy.