I got a response when sending an email to the guys at Wonderstruck (thanks for the detailed response, guys!), so, for future reference here goes a short version:
Right now (eg: during beta), there’s no non-steam version, but there’s the intention to do it in future (I assume closer to the retail release). There may(?) be sooner if there’s enough user interest.
> You can put a shortcut on your desktop and not need to open steam
Wrong, there is no way to install the game without installing (and, duh, opening) steam.