Popular ones require an internet connection, and license authentication piggybacks on that. Blizzard and the original WoW's were among the first to do this successfully and the trend continues. Prior to that, people would either crack software and/or refuse remote connections for games that didn't require internet in order to avoid paying for and licensing them.
> What people want is fair prices and easy availability
And developers and investors want to be able to securely sell software. Apple's store provides ease of use along with a secure platform that users trust.