I haven’t bought anything from Steam directly for a long time. I think The Cave (2013) was the last game.
I try to avoid Steam as much as possible. Since then I remember buying Steam only games like Costume Quest 2, King’s Quest (yes, it’s called like that) and Overcooked via Humble (Bundles).
Captain Disaster? Yes, native is Windows only.
Btw. it uses AGS so there is a high chance it runs using wine.