I used to develop games and apps for MS PocketPC. Our users could install apps straight from their PC to the PocketPC.
But guess how apps were sold: through portals. These portals also took around 30% (Handango and PocketGear were the biggest ones back then).
We were also selling straight from our website, where we could have had 0% cost. But guess what: We wanted to reach top 10 on Handango, and the best way to do that was send our customers through Handango. Once in the top 10 (front page), it would multiply our sales. So even on our own site we choose to 'lose' 30%.
Just take a look at Steam: it's PC games! You can sell all those things straight to the consumer. But developers still choose to give 30% (or how much is it now?) for the exposure.
Conclusion: there will always be some party taking around 30%. Why? Because it's well worth the 30%