That's a good question. I purchased X-plane 10 on Steam, 3 years ago. Maybe because they made it possible for me to install without any DVD. I do not remember very well.
Now, for sure, you can download X-plane 11 too, so I decided not to buy via Steam. With Steam, you have a rather late access to any kind or release, no support, and annual sales.. I do not know how they share their incomes with developpers.