GameMaker? <gag> GameMaker + Steam? <coughs up blood>
Seriously, GameMaker is a POS. The engine itself sucks, and the games made with it usually sucks worse. It used to be that people had to code their own engines, and if they can't code worth shit they can't make a good game. Now you've got a crappy engine that runs AND people can make crap on. Same deal for Unity.
Why does the game require MSVC runtime? GameMaker is Delphi based, and most Delphi programs I've seen links its own runtime statically.
(Oh yeah, GameMaker also does not allow the final game to be modded. That means no fixing problems on your own, and relying on a developer who may or may not care.)