I'm pretty sure it is not a Steam bug. Following your steps may or may not close some of my running programs. I've seen terminal windows being closed for example.
However, it may be a Gnome bug or unexpected "feature" (it is preparing itself for shutdown).
By the way, you should rename the title because, from your description, Steam doesn't close itself, it's Gnome who does it. Something like "Steam closed by Gnome when shutdown is canceled before the end of countdown" would be more useful to others when looking for reported issues.
I can confirm this behaviour.
Pretty sure, Steam is listening for the wrong type of shutdown event, since no other program is affected.
I'm on latest Antergos with Gnome Shell 3.26.2.
I'm also still affected too by this strange behaviour. I was thinking this was a workaround for this issue: https://github.com/ValveSoftware/steam-for-linux/issues/3301
But this is not the case apparently.
That sounds unrelated to this issue.
New tests using XDM and no display manager found a seg fault in nvidia driver (had this with at least 3 driver versions) with gnome session only (no segfault with cinnamon until now) confirming what vanitasvitae said.
I removed my comment about crash (I think I'll have to make many other tests before filling any bug report)
regards
I also think this is a feature, the Eclipse IDE does the same for example. But is it really necessary?
Your system information
Please describe your issue in as much detail as possible:
With steam opened I clicked on power off button on gnome shell and then decided to cancel,
steam closed, while the other programs didn't.
Steps for reproducing this issue: