Someone bought me Starbound through Steam and I tried, maybe about a year ago, to run it outside of Steam, but couldnt get it to work properly. I'm sure it can but I'd just rather not deal with that.
Even with titles that I have the option of downloading DRM free, say via Humble Bundle, I will still just go for the Steam key because it makes it easy.
Much Assembly Required is very cute, looking forward to see what is possible when it is more finished!