Yes, Jaysus and UFO are both Nexus Exclusive. Jaysus doesn't use Steam, and UFO requires SKSE and so it's actively incompatible with Steam.

Frankly, while the idea of Steam Workshop is good, it's the newcomer and doesn't have the experience or flexibility of Nexus, nor the support, either for the number of mods, nor sheer capability. It also lacks flexibility. It can do one thing, but Nexus Mod Manager is just as capable of doing it.