Word of advice : if you can avoid it, you DON'T want to link your Steam account and your ESO account. Every now and then, a log in issue arise (generally after a large patch, but not only), and you won't be able to log in for a day or two, until the issue resolves itself.

Steam doesn't communicate on that. ZOS doesn't communicate on that. Threads about it get deleted, and all you get is "we are trying to resolve the issue" announcement at the top of the forums. There IS a way to play without Steam even if the game was purchased on Steam, but it requires to re-purchase the base game on ESO website while being logged in. You can't just un-link accounts.

So, if that doesn't bother you, maybe there is a way to do so, I wouldn't know. If that may be an issue... Don't. Just don't.

Now, more to your point. You can add non-Steam-purchased games to your Steam library anyway, IIRC. Maybe that would work ?