Because people have come to equate DRM-free with not-on-Steam (which is ironic, especially when it comes from people who proclaim "Steam is not DRM"). I personally think it's shortsighted, if not outright dumb, but convenience wins over freedom.
Even though I'm clearly being silly in my other posts (to me; I know it may be hard for the yellow comic sans types), I'll be serious and address this for a minute.
For one I don't actually care what other people do. Whatever floats your boat is fine. It's your money.
With that out of the way, I've never said Steam isn't DRM (except in cases where a Steam game can launch without the client; not the norm but they exist). I've said in the past that Steam is a less restrictive DRM that also adds convenience features. And that's okay with me. I don't think all DRM are created equal or that they are all terrible. If it's not restricting the way I play and in fact is making my buying and collecting games more convenient I am all for it.
Also when I say "DRM Free" as you alluded to, I am using bundle speak short hand for direct downloads not attached to any client or service. If a game provides a DRM Free and Steam option like bundles may do or if launching the Steam client is optional I think that's great and flexible and I have no problem with that. Those are not the DRM Free I am talking about. When a bundle says "DRM Free" and only DRM Free then mean just that and no other option.
For me as someone who collects a large amount of digital games it's just too much hassle to have to remember where I got them from if they are from different sources all over the place. And there's the risk that I may lose access to them.
Although risk exists to some degree Steam and I suppose even EA, the risk is much greater with bundle sites and small developers or digital stores that don't get as much traffic as Steam. Groupees had a hard drive crash a while back, Direct2Drive closed etc. While ultimately most access was restored it's still there in my mind.
I sort of facetously allued in my earlier reply to it not being as much of an issue for people who buy less games and play them right away as they don't have as much to keep track of. Or if someone primarily bought from one site like GOG or Humble. So the way you purchase, volume frequency and from where plays a factor too.
In any case this is an old, tired, stale, dead horse argument (which I fully expect the DRM free crusader MysterD to weigh in on) but I somehow felt the need to defend my point of view even though I thought I had clearly been ludicrous to the point of not being able to be perceived as confrontational or offensive with previous comments. I suppose I hadn't considered "shortsighted" and "dumb".
DRM free (ie games not attached to any client or service) people in my experience tend to have this attitude like their preference is superior, anyone who feels otherwise is wrong and some of them quite literally just cannot process why someone else might not share their preferences (what! that's like hating puppies!) so I'm just weighing in to put an alternate viewpoint that I think is fairly common among regular Steam sale and bundle buyers here and elsewhere.