What is the point with launching Sins with steam? Isnt it easier to simply click the shortcut rather than open a program that will let you open Sins?
When you launch a game through the Steam launcher, Steam latches onto the game and adds an overlay layer. Basically, it lets you bring up your Friends List, IM windows, etc.,
on top of the game. This is really convenient, faster than using Alt+Tab to leave the program, and is very helpful for setting up (for example) voice chat sessions with your friends - whether or not they are playing the same game as you! Also, other Steam users can see when you launch a game game immediately via a little popup. My friends and I use this to quickly join each other in games like Defcon, World of Warcraft, Team Fortress 2, and whatever other game we happen to be playing this week.
So, while it is slightly easier to launch via a normal shortcut (though if you have Steam open all the time, as Harmatia and I do, it isn't harder), launching from outside of Steam means you lose all these totally sweet community features.