If you use the steam_appid.txt trick, you will have to pass the correct command line when launching the exe or the popup will still appear. Create a shortcut to it, edit its properties and add "ptlaaxobimwroe -steam" to the end of the target path. -noconsole if you want that too.
Though a steam-created shortcut mandates steam runs in the first place, which is better if you plan to just play the game. Some things like the linux dedicated script will need to run the exe directly though, so that's up to you.