On GOG, you can just download the standalone installers, they are all DRM-free. That's why I prefer buying there.
It's the big predatory names that tend to go multiplayer first, or require players being online even for single player.
Fuck you rockstar btw, for lying on the steam page that a rockstar club account isn't required for max payne 3 single player.
Steam has had a long life and will probably be here for very long from now but only for a limited time.