ExOK is generally pretty tolerant of mods, re-distribution, fangames, and even reverse-engineering their code. I'm really surprised they would deliberately make the game awful to play even for pirates.
Edit: Just asked Noel on Discord. Celeste shouldn't be doing anything like that.
> The game doesn't have anything like that in it. The steam version makes sure steam is running before the game starts, but that's it. The itch version literally has nothing in it. [...] Yeah, we don't do anything to go out of our way to stop piracy. People have also decompiled and modded this game in pretty much every way imaginable (which I think is awesome!) so if there was anything like that it'd be very noticeable haha