Agreed with Death Ball.
I have bought all my previous versions of FM and played them on steam (08, 9, 10 & now 11), so trust me you do NOT need an internet connection.
What I do is.. Have a shortcut on your desktop for the actual game. I open up steam and when it says you have no internet connection, just click, 'start offline mode'. Then you can access your game library and load FM normally, or just use your shortcut on the desktop.
Simples!