Don't show Steam in KDE4 task manager when minimized to tray.

Open /usr/share/applications/steam.desktop and replace line:
Exec=/usr/bin/steam %U
with (for Steam installed from Valve package):
Exec=sh -c "STEAM_FRAME_FORCE_CLOSE=1 /usr/bin/steam %U"
or (for Steam installed from Ubuntu repo):
Exec=sh -c "STEAM_FRAME_FORCE_CLOSE=1 /usr/games/steam %U"

Or just launch it from console as:
$ STEAM_FRAME_FORCE_CLOSE=1 /usr/bin/steam

(solution based on a post from https://github.com/ValveSoftware/steam-for-linux/issues/1025)