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This game always had a launcher, the only difference is now it's the same one across all the current games, rather than a different one for each game.

Either way, its purpose is to let you choose mods, DLCs, and game settings before getting into the game itself.

Are you having some issue with it?
 
You must have run the launcher from the desktop shortcut, which is a standalone mode for users who do not want to run Steam. It does need a separate game installation if used that way, and of your games only Stellaris was ported to that platform.

You should run these games from their Steam PLAY button, which will use the same launcher installation in a Steam-compatible mode.