CDN has low or poor coverage because that could make your download slow. We hear about this most often in areas around Australia, China or Russia.
I don't know how many Steam servers are in Australia but apparently, speeds 2.5 years ago weren't all that flash either (https://www.kotaku.com.au/2015/01/aussies-download-from-steam-at-under-a-megabyte-per-second/) - it appears that your CDN will have a Melbourne server soon, and the density of them doesn't appear all that different to those in the US/Europe.
Anyway, I've been thinking hard about whether to buy through Steam or direct and after migrating from Ubuntu 16.04 LTS to Fedora 26 and running into extra setup complications with Steam at first, it's clear to me that buying and running it directly (as I can do with the demo successfully right now) removes potential unnecessary complications.
It's just tidier to not have to open up Steam and be faced with its own updates, et al first. I don't recall how fast the download speeds were on my 12Mbps connection but I know that the initial download took a little while but eventually got done without a problem.
So, the greatest advantage I see of going direct is in being able to test the demo installation and know that the full version will work exactly the same without additional downloads and overhead through Steam.