Why don't they all go with Steam. I really don't see the issue. I bought the Orange Box in the store, and it registered it on steam. This was really useful for me, as I didn't have to deal with any validation, or even Discs (or patches).
I do reformat my PC quite a bit, and all I have to have installed is Steam, and all my games are right there. I don't have to install and validate the game, install all the latest patches, just to play. I press install, it installs, then I play.
I hate Digital Distribution in general, but I love Steam.