...I do that anytime I walk into Gamestop.
Oh, man. That reminds me of the last game I ever bought from GameStop, and the first (also last) Steam game I ever bought: Supreme Commander 2
If you look at a retail box for SupCom2 it never mentions Steam at all, it never even mentions "internet connection required for activation". The only mention of internet on the box (including in the system requirements section) is clearly linked to multiplayer. Young me (this was in... 2009? maybe?) bought this game, brought it home... and discovered it required Steam.
To say I was "Steamed" would be putting it mildly. At the time the only way to get internet in our neighborhood was via WiFi off the grain elevator in town, and not only was this expensive (and relatively slow), but our house was behind too many trees, etc. At the time my PC used a pair of giant CRT monitors, which worked fine, but were not portable (to say the least). If I wanted to play my new game I would need to install it, then drag my PC to the neighbor's place and connect to Steam so it could activate. Remember the monitors? The only computer the neighbors had was a laptop, so one of them had to come along.
I installed the game, got everything ready, and went next door (several hundred feet down the road, I think dad drove me because of the monitor). I expected to quickly connect to steam, activate my game, then go home. Nope. The POS insisted on downloading 2GB worth of patches (or something) first. Several (~4) hours of waiting later I could finally play my game.
That was the first and last time I ever activated a game via steam. I either pirated the game at the library, bought it from a DRM free retailer and downloaded (once again, at the library), or in a few (very rare) cases I ripped the game files from the disk using a special "Steam install files extraction" tool and used a crack.