How do I purge the Steam Installer?

I also had the same problem, but I can't seem to reproduce it now, so I haven't tested what I'm about to mention. But yeah, I think I've found the culprit.

After doing a simple locate steam to find all files that have the word steam in them, I found this file:

/var/lib/update-notifier/user.d/steam-install-notify

The contents of this file are:

Name: Steam Installer
Priority: Medium
Command: /usr/bin/steam
DontShowAfterReboot: False
ButtonText: Start Steam
DisplayIf: test ! -x ~/.steam/steam/ubuntu12_32/steam
OnlyAdminUsers: False
Description: 
 Start Steam to complete installation of the Steam for the current user.

I'm not familiar with the files in /var/lib/update-notifier, but this page: Ubuntu Wiki - InteractiveUpgradeHooks explains a bit.

So, what you can do to remove that window you're getting is to either:

1. Rename or move the /var/lib/update-notifier/user.d/steam-install-notify file (or just delete it, but renaming/moving is a safer way, in case something goes wrong and you need the file back).
2. Change DontShowAfterReboot: False to be DontShowAfterReboot: True. An educated guess would be that doing this change will not show the notification you're getting at every login.
3. Use another DisplayIf test that will always be true.