If the game doesn't have DRM, you can download it through steam, keep a copy of the files and it will work without steam. AFAIK, Steam doesn't remove things from people's libraries, only from the store. I have a few games that aren't sold anymore, but you I can still download and play them just fine. It's the same on the Steam Deck, but playing a game through Steam is more convenient.
You have to use the desktop mode for that and use it as a pc that executes games. Find the game files and execute them. I'm not certain about support for all the controls (I think as long as stram is running it just works)
So if you uninstall or delete the game, you can reinstall them at a later time? Can you take the game out of steam? Can you launch the game without steam?