You could buy from a provider that advertises non-use of DRM like GOG, or on Steam, it lists third party DRM, so you can know whether you have the tools to remove it (and whether you have the tools to remove Steam's DRM, or whether the game appears on a web list of games that don't use any DRM). You could also refund it if you can't verify you're able to successfully back it up and run the backup on a computer or user session without Steam installed. For multiplayer, if it's possible, you can find people discussing it on the web (maybe in pirate communities). Otherwise, just don't buy it.

Some recent stats indicated most gamers buy at most two games per year, so it's not a ton of work to ensure they have a working archive.