There is also the issue that a Steam game may have dependencies on different versions of certain libraries than those which may be shipped with popular distros. You also have to think about people with custom PPAs etc.
I think it makes sense for Steam to be isolated from the rest of the system as much as possible.
It is also helpful to Valve if it is as consistent with Steam on other platforms as possible.
Game downloads can be pretty big and take a while too, I'd rather not have apt locked for an hour while it grabs some large game update.