No, you can buy it from their store and you will get a steam key from SD. They get a bigger cut this way.

Explain.

I dont need another sw running in background while having no idea what it is doing, always connected, transferring data, collecting information about my behavior/PC..

Perhaps Im paranoid and/or mad.. yeah.. that will be it  

The game requires Steam to download and activate, You cannot get the game otherwise.

Steam is actually fairly non intrusive. You can always play off line. In fact once your purchase the game and install it via Steam you can just shut off Steam and unplug your computer from the internet and the game will play just fine. However you may need to reconnect at times to get game updates which is the primary reason why steam works so well. It seamlessly will update your games and allow developers to offer more products digitally.  There will not be a 'non-steam' or GoG version. 

Steam allows a lot privacy and as per privacy policy any information shared with other parties is anonymized. I'd wager it's not more or less than what you're sharing using Google or sites using trackers. If it were any different then cases of privacy abuse by Valve would be epidemic and pretty much a common point of criticism.

I would prefer not to use steam as well... I have had times where I thought a steam notification came in while playing a game that has caused the game to crash. This was awhile ago so not sure if I imagined it or not..... The game does play just fine without the internet connected but I have other things running that I would like to leave things plugged in.... maybe there is a couple of steam settings that will turn off all of its notifications and checks haven't explored it much maybe someone else has a few tips.....