It should also be mentioned that, as far as I know, the Steam version is missing DLC (as is the console versions). Most notably while it offers Worshippers of the Necronomicon as a purchasable option, Merciful Madness isn't available to buy on there. So no matter what version you buy on Steam, it isn't the complete experience compared to the version you'd buy through Frogwares directly...or in this case the site they're working with directly in selling the game.

So it's a few things.