I don't get the steam , non steam versions of these things..
Think of Steam as an Amazon for games.
For just about anything on Amazon, you could have just gone straight to the vendors website and ordered.
The advantages of Steam:
* Access and exposure to a vastly larger audience than you could have afforded access to otherwise.
* Butter smooth order processing and your purchase creds are on files so it is nearly a one-click buy experience from impulse to purchase. The more you can reduce transaction friction, them more impulse buys you can grab. And with games, emotional impulse is probably 80% of the sale.

Too much transaction friction gives them too many chances to pause and think maybe they should just hold off. You don't want THAT!

* The platform handles all the account and card processing.
* Smoother experience for the user and I prefer one vender to have my bank info, instead of 20 little game companies. Less security surface area to have to protect.
However the disadvantages in DCS' case,
Like I eventually changed my AH account to standalone, if I know and trust the company I'll consider purchasing direct if they have the capability to process. I know that essentially gives them an extra 30% profit without costing me more. I can access purchase "Miles" in stand-alone and those are not available in Steam version. I can access module\terrain trials in stand-alone and those are not available in Steam version. The down side is I have to give my CC to a bunch of Russians. I'm sorry...Swiss.

I had started in DCS in Steam mode but eventually decided to convert to standalone. DCS had a migration process for transferring those licenses so I moved from Steam to stand-alone. I think it would have been better to start stand-alone. I never got any retro-award of miles for all those modules I had bought in Steam. I get it. There is 30% of those purchases they never got. But it would have been a nice reward for me taking the time and risk to convert by giving me at least 50% miles credit as a thank you. I am after all making them an additional 30% profit on futures sales to me. You're welcome.
Bottom line, For DCS, IL2 and AH least, I think you are better off starting and staying stand-alone buying directly from the developer. Those are games you commit to and trust the vendor and not just some random fly-by-night game company you never heard of. I wouldn't give my CC directly to any of those.
$0.02.