Under certain conditions, 'freezing' your whole setup might be beneficial, especially for Steam-users. Both the base-game as well as mods can update at any point in time, introducing new bugs or even breaking your save. While this is rather rare and highly situational, not having Steam to auto-update your files can be a viable method to avoid that. It becomes more relevant before mainline updates of the base-game though - especially if you're currently playing on a modded save and want to continue it without hiccups even after the game updated to the new version.
Fortunately the game - even when installed via Steam - runs on the same DRM-free files as any other version of RimWorld does. That allows you to run the game from any location on your system even without install procedure and even lets you define a unique directory for your user-folder. Using both those aspects allows you to make a completely separate instance of the game that's not managed by Steam by copying the game-folder to a new location first - afterwards you have to copy at least the currently used mods from the Steam Mod Folder to your Local Mod Folder in the new location of your game.
At that point you can technically already continue running the game out of this new location, or decide to make it a completely standalone instance by also redirecting the user-folder. Only the process of copying over your mods might actually be a tedious part of the process - especially if you have a large mod-collection on your system. The general advice is to keep that as small as possible to begin with and you might take it as opportunity to weed things out. Especially if a mainline-update is the reason for you going through this process, unsubscribing from all mods you're not currently using might be a good idea - often you will have to force a full, clean re-install after the update anyways and that way you can already prepare this step while making the process of copying over your mods easier.
As a general rule though, having Steam update your files - especially mods - is highly recommended. While it can at times cause issues, on average it has more benefits for the user than not. If you consider freezing your setup you might want to make sure it's in the best possible conditions (error-free) at least and finish your playthrough sooner rather than later, to just start on the new version with a completely fresh & modernized setup instead.