Because every sale on the storefront that charges more is less margin? Unless the more expensive storefront is doing some sort of marketing for you, what's the point losing that 15%?

Steam's discoverability is pretty piss-poor, and most of the marketing is sales that have convinced your customer base to never buy anything new, just wait for the sale (which cuts into your income with 50%+ discounts).

I'm more bemused by the fanatical loyalty to Steam.