The Me App might count steps, although you are not connected to a Wearable. This is due to the integrated step counter of the app.
You can deactivate this counter within the settings of the app. Select “Step Tracking Sources” and choose whether the steps should be counted from your device or Google Fit if there is no Wearable connected. If you would like to have your steps counted only by your Wearable, just select “None”.