It does ... you are double clicking on stellaris.app itself in Finder, not a desktop shortcut or something like that?
I am not that good with technology so it is possible that you are right. However it appears to me as if it always goes through the launcher. Is this here the right one to open? Additionally here is the crash info:
dyld[54550]: terminating because inserted dylib '/Users/matija/Library/Application Support/Steam/Steam.AppBundle/Steam/Contents/MacOS/steamloader.dylib' could not be loaded: tried: '/Users/matija/Library/Application Support/Steam/Steam.AppBundle/Steam/Contents/MacOS/steamloader.dylib' (fat file, but missing compatible architecture (have 'i386,x86_64,arm64', need 'arm64e')), '/System/Volumes/Preboot/Cryptexes/OS/Users/matija/Library/Application Support/Steam/Steam.AppBundle/Steam/Contents/MacOS/steamloader.dylib' (no such file), '/Users/matija/Library/Application Support/Steam/Steam.AppBundle/Steam/Contents/MacOS/steamloader.dylib' (fat file, but missing compatible architecture (have 'i386,x86_64,arm64', need 'arm64e')), '/Users/matija/Library/Application Support/Steam/steamapps/common/Stellaris/steamloader.dylib' (no such file), '/Users/matija/Library/Application Support/Steam/steamapps/common/Stellaris/bin/steamloader.dylib' (no such file), '/usr/local/lib/steamloader.dylib' (no such file), '/lib/steamloader.dylib' (no such file), '/usr/lib/steamloader.dylib' (no such file, not in dyld cache)
dyld[54550]: tried: '/Users/matija/Library/Application Support/Steam/Steam.AppBundle/Steam/Contents/MacOS/steamloader.dylib' (fat file, but missing compatible architecture (have 'i386,x86_64,arm64', need 'arm64e')), '/System/Volumes/Preboot/Cryptexes/OS/Users/matija/Library/Application Support/Steam/Steam.AppBundle/Steam/Contents/MacOS/steamloader.dylib' (no such file), '/Users/matija/Library/Application Support/Steam/Steam.AppBundle/Steam/Contents/MacOS/steamloader.dylib' (fat file, but missing compatible architecture (have 'i386,x86_64,arm64', need 'arm64e')), '/Users/matija/Library/Application Support/Steam/steamapps/common/Stellaris/steamloader.dylib' (no such file), '/Users/matija/Library/Application Support/Steam/steamapps/common/Stellaris/bin/steamloader.dylib' (no such file), '/usr/local/lib/steamloader.dylib' (no such file), '/lib/steamloader.dylib' (n
o such file), '/usr/lib/steamloader.dylib' (no such file, not in dyld cache)