As the other commenter mentioned you can add games to steam as a non steam game to launch it via that. With pirated games I'm more than happy to launch from an icon though, it isn't the actual method of launching that bothers me as much as it does making different bs accounts from these shitty companies.
Rockstar forces its own launcher if you want a legit copy but I'm guessing a pirate version will circumvent this.
Meh. Skate made THPS feel like trash.