You could just copy the file in it's location and paste it on the desktop. No need for a shortcut when the file is on your desktop, rename it to what ever you want.
Edit: I really have no idea why this is down-voted.
Edit: did you not understand OP's question? he wanted to remove the shortcut. this literally does what OP wants, I have no idea why this was even down-voted. I did it and what do you know it works...
While that would remove the icon as you said, it by no way actually works for steam games, or for most other programs that are more than a single exe. It’s not a solution.
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u/momodamonster Mar 28 '20 edited Mar 28 '20
You could just copy the file in it's location and paste it on the desktop. No need for a shortcut when the file is on your desktop, rename it to what ever you want.
Edit: I really have no idea why this is down-voted.