Hello. This is because the game currently works only through Steam multiplayer. I am an indie developer, so I have to use the opportunities for promotion that are available to me. There is nothing shameful or wrong.
Its still wrong, indie or AAA nobody should do it, have you seen the back lash Deep silver got for using steam for advertising only to now sell a game on epic. This is no different.
Now if you still offered your game here as well as steam then that would be ok!