I've doubted why Steam shows I'm playing Stellaris even if I already exit the game, but today eventually I found the answer. The reason is honestly simple, "game didn't quit."
I typed the command 'tasklist /FI "IMAGENAME eq Stellaris*"' but the result was "INFO: No task are running which match the specified criteria." so I've thought the problem is bug of Steam client. But I thought carefully, Steam doesn't start Stellaris directly, it runs Paradox Launcher. Therefore, I performed the command 'tasklist /FI "IMAGENAME eq Paradox Launcher*".' And I found the launcher task was running even when Stellaris quits.
I typed the command 'tasklist /FI "IMAGENAME eq Stellaris*"' but the result was "INFO: No task are running which match the specified criteria." so I've thought the problem is bug of Steam client. But I thought carefully, Steam doesn't start Stellaris directly, it runs Paradox Launcher. Therefore, I performed the command 'tasklist /FI "IMAGENAME eq Paradox Launcher*".' And I found the launcher task was running even when Stellaris quits.