I personally play it through steam but I've had an account there for a decade now so that doesn't bother me. But Factorio allows you to buy directly from their website if you prefer. This also bypasses steams cut I would assume (correct me if that's wrong please) and you get a steam key with the purchase in case you do ever make a steam account.
You do need to make an account on their website to do that so apologies if that disqualifies it for you. Wube is a rare shining example of a god tier company though, finding a bug is literally a meme in the Factorio community cause of how thoroughly polished the game is. They even fix bugs that exclusively affect mods and not the base game.
I bought Factorio back in the early Beta days, because it was one of the only fun puzzle/simulation games that had a native Linux build available directly on their website. They even had a Linux build of the demo. Factorio is the game I've got best value for money over the years.
I only got into it 3ish years ago, originally pirating it cause I was broke at the time, but I bought it as soon as I could with my first paycheque from my current job. Absolute god tier game with god tier devs. I would've pre-ordered (heresy, I know) Space Age if they let me, but I bought it day one. I've already got 617 hours on the steam version, and I probably put about 5-600 hours into the pirated version before I could afford it.
Love me some Factorio and Wube. 2nd favorite game of all time behind Super Metroid.