Looks like there’s a packaging bug where the Steam runtime libraries are not being copied into the packaged game’s directory.
You can try manually copying <UE install directory>/4.7/Engine/Binaries/ThirdParty/Steamworks to <Game directory>/WindowsNoEditor/Engine/Binaries/ThirdParty.
If you used Launch, the game directory should be <Project directory>/Saved/StagedBuilds/.