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I guess it depends if Steam lets you run it at all. If it does, then it is probably fine. However, you then have the issue of having to find out what drive Steam is using, which you could do relatively easily by right clicking the library > manage > open local files and delete the copy.
Do note that there are reports that RoN does not work while installed on external drives.
You could use either one, just re-direct the "location" of the files trough steam, it will validate/update if necessary and you're good to go.