[UPDATE: Rebooting the comp solved the issue for me.]
The same thing's happening to me (except that I'm not a Steam user). GameMaker Studio seems to think I don't have an internet connection, even though I do. Here's what my ui.log says about it:
[20:55:06:407(e6bd)] Inner exception:
[20:55:06:407(e6bd)] A task was canceled.
[20:55:06:433(e6bd)] LoadingState: StartUp
[20:55:06:535(e6bd)] LoadingState: Languages
[20:55:07:93(e6bd)] LoadingState: UserLanguages
[20:55:07:194(e6bd)] LoadingState: BeginUserLogin
[20:55:07:295(e6bd)] LoadingState: UserLogin
[20:55:07:395(e6bd)] CheckForUpdate : Skipping because internet is not available
[20:55:07:718(e6bd)] Analytics :: No Internet connection so bailing.
[20:55:07:719(e6bd)] Analytics :: No Internet connection so bailing.
[20:55:08:102(e6bd)] ShowInfoBox :: title="UserLogin_Expired", details="UserLogin_ExpiredDetail"
[20:55:13:496(e6bd)] ShowInfoBox :: title="UserLogin_NoConnection", details="UserLogin_CommonInternetProblems"
[20:56:26:640(e6bd)] InternalCheckForInternetConnection :: Unable to reach site
https://www.google.com
[20:56:26:641(e6bd)] System.AggregateException: One or more errors occurred. ---> System.Threading.Tasks.TaskCanceledException: A task was canceled.
--- End of inner exception stack trace ---
at System.Threading.Tasks.Task`1.GetResultCore(Boolean waitCompletionNotification)
at YoYoStudio.Core.Utils.HttpUtil.<>c__DisplayClass48_0.<InternalCheckForInternetConnection>b__1(String s, ParallelLoopState _state)
---> (Inner Exception #0) System.Threading.Tasks.TaskCanceledException: A task was canceled.<---