Honestly your question is quite confusing, to the point that I'm not sure you even are aware of what you're actually asking but instead denotes a form of Security Paranoia.
Now in the most basic sense, you have 2 Account Types available for Windows 10.
Roaming (which is the new Default, effectively it's an Online Account)
and
Local (which is the Traditional Windows Account)
I'm unsure, why exactly you'd want to constantly want to Sign In / Sign Out of the myriad of Applications and Services that Windows runs (Microsoft Store, Xbox Live, Groove, Film and Video, Skype, etc.) … but if that's the route you want to take, then of course you're entirely free to create a Local Account., then you're Microsoft Account will be signed in "On Demand"., still it will always be required to access any Services that Microsoft Provides (such-as Xbox Live).
Now beyond this all Microsoft Store (UWP) applications are associated with your Microsoft Account., which handles Licensing, Cloud Information, etc.
The Application isn't simple "Unlocked" then continues DRM Free., and this is just as true for Steam / UPlay / Origin / etc.
In fact to my recollection only Good Old Games offers DRM Free Versions.
Steam for example, while (once authenticated, and steam cache permitting) can run Games in Off Line Mode... this is NOT the same as not being signed in.
You cannot use Steam without Signing in (even if it is local authentication only) nor can you use Steam Games without Steam being Active.
Microsoft' approach is far less intrusive, as said Licensing, DRM and Authentication is simply part of your Microsoft Account., which as noted is "Roaming" meaning Local Authentication is a "Sign-In Once" Process (specifically at login) and well that's it... you don't need to sign in again.
Your Session also isn't "Shutdown" when you Logoff and sign in another Account., instead it's put into Hibernation until you sign back in.
Yet Roaming Microsoft Accounts also have another "Trick" up their Sleeve, in a manner of speaking., which is the "Family Account" System... this allows you to associate multiple Microsoft Accounts (in my case, both my own and my brother' Microsoft/Live Accounts)., and while there is a Dominant once for each of our Roaming Accounts; this provides access (with a one time setup) to Sign In / Out of each others Accounts regardless of which Roaming Account we're using.
This not only allows us to share Games that are "Exclusive" to our Accounts but it also means when we want to play Multiplayer Games; or simply play something without disturbing the open applications by switching Windows Instances., we can simply choose which account we wish to sign in with at the touch of a button.
I'd strong recommend you become better acquainted with the Windows 10 Account System., as it provides an awful lot of powerful features.
The Multiple Desktops being one; where you can have individualised Desktops you can switch between "On-the-Fly" … for example I tend to have an Entertainment, Gaming, Work and Development Desktop; where-in each is tailored to provide not just the best Desktop Setup but also cater the enabled/disabled Services and Applications to maintain the maximum system resources for each type of Workload.
And there is another neat trick being with Multi-Monitor Displays, being able to specifically have each Display as a Unique Desktop; with only the one in Focus actually fully using all resources.