Or, better yet, buy it from the Humble Store, which gives you both a DRM-free version of the game and a Steam key. (And more money goes to the developer than Steam or GOG, too.)
Steam is a DRM system, but there are plenty of games on Steam that don't have DRM: if you copy a game directory out of the SteamApps directory and remove any Steam support files (usually the Steam Community DLLs), quite a few games run perfectly.
I've heard this bullcrap forever and it's not true. Steam only restricts access, publishers choose to restrict software. Steam is available on the platforms the games are made available on, so once you download the game via their protected channel you are free to do whatever with a DRM free game.
If you don't like it, don't buy from there. Steam has done nothing but help Linux since its Linux release.
What do you honestly expect them to do, just allow anyone, paid or not, to download all their commercial software freely?