Since networking is done entirely through Steam API, to play without Steam you would need something to emulate a substantial chunk of Steam client, including networking functions. I assume that such things exist, but you'll have to look around by yourself.
Alternatively, as a "true programmist", see if you can get Faucet Networking to compile on Mac/Linux or otherwise produce an open-source native extension for GameMaker for synchronous/blocking UDP networking functions on Windows/Mac/Linux. My Steam API networking extension can be used as reference for how game<->extension communication should be handled in current versions of GM. If such thing was to exist, I could add a "connect by IP" feature in future.
Have fun.