If the game does not know which Steam game ID to verify against, it will throw the generic "Steam must be running" error.
Finally, in a thread with two upvotes and a single reply from a user named “SadSackSteve,” he found it: “Check your depots. Sometimes the game thinks a depot is missing even if it’s installed. Run: steam://validate/254700” If the game does not know which Steam
: Avoid using desktop shortcuts. Open the Steam client, go to your Library , and click Play directly on Resident Evil 4. Advanced Solutions Steam must be running to play this game: Resident evil 4 go to your Library
Steam Cloud / license/account issues