Definitely not all games, and for games that do have it cracking it is in most cases as simple as swapping out a Steam .dll (so very easy). It's primarily there as appeasement for devs who would be reluctant to engage with a platform with no copy protection, or in otherwords is mostly theater.
Do you know of any games downloaded from Steam that work even once Steam is removed? I tried to search a bit, but I couldn't find any.
I would like to test it for myself to confirm it.