As I move from console gaming back to the PC, the first thing I noticed is that console gaming seems much more oriented to multiplayer where with the PC it seems like single player is the main attraction. The PC is like a time machine of video games.
I was ready to jump right into the Steam Fall Sale and buy a bunch of games but I may start with a moderately priced game and check everything out. I'm not a huge fan of having Steam running all the time, even when I'm not using it. Disabling it at startup and ending all the processes in the Task Manager after using it is kind of a minor hassle, but I don't like stuff running and using my computer resources when I'm not using it.
PC Gaming is where online multiplayer originated and still has the most active online userbase of gaming. This is your "feel" because you have so many more choices now.
So you're noticing all the single player games now available to you, but PC Gaming is far more sophisticated with thousands of options for online gaming. Not sure how you didn't see this but being a console gamer you may simply be overwhelmed with choices.
League of Legends, Dota, WoW, Counter Strike Global Offensive alone most likely eclipse any game on console.
Halo 4's userbase a couple of months after it came out was a joke compared to a handful of private, pirated MMO servers even.
PC is the home of online gaming.
Your issue is first, you're only looking at Steam, there are other online games not on Steam like Wow and League of Legends.
Also, Steam doesn't use resources unless you're using it. Like someone said, you're thinking of the old era of PC where leaving something running ate up resources.
You don't need to task manager shutdown things either.... you can simply hit exit. You'll need to reeducate yourself on how PCs work in 2014, it's not the same as before.