I'd rather say why not! It doesn't bring anything but waste your time when launching the game, as well as waste network resources by sending your information to paradox.
Right click Cities Skylines 2 in your library, then click on "Properties"

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Now change the launch command.


Thanks to @intrinsica for providing a fix for windows.
If you have the game installed on another drive instead of the default steam location, you need to right click on Cities Skylines 2 in steam, Manage -> Browse Local files and copy the path (remember to add \Cities2.exe at the end).


Now the game should start directly.