It's simple:
A) Go to Half-Life game directory and go to the folder \valve\resources
B) Open even with notepad the file GameMenu.res
C) In this file search for the command "OpenChangeGameDialog" (Ctrl + F)
D) From the lines below delete the " nosteam 1 " line or change it to "nosteam" "0", save and close it.
Then open HL And here it is.

NOTE: The same steps can be done on mods and expansions by changing the folder valve to the folder of the mod/expansion (It might require to copy the option from the one inside valve folder)

The Main Menu (25th Anniversary):

The Change Game Menu: