Whoa, okay. Let's back up here:
1. Not remotely every game from every developer registers on Steam.
2. I don't recall ever having promised that. When you buy direct from us, you're getting the product you paid for. Any sort of cross-registration elsewhere is a bonus we generally try to provide, but are in no way obligated to.
3. If someone feels alienated by not getting a perk that they were not promised, I'm not sure what we can do to salvage that in the first place.
4. Keith's point was that less than 5% of our customers buy direct anyhow. If that many, it may be closer to 1% at this point but I was being generous. Even if we're alienating every single customer in that group -- not that I think we are or should be -- we'd be foolish to poison the main source of income.
5. Having to post that "we're not offering something on some of our products that we never promised" is a bit of a silly thing. I guess we should also post that you don't get Desura keys, and that you can't download it from the Humble Bundle Store? That's a bit facetious, but often the people who buy from us do so because they don't want to have dealings with Steam; some people just feel that way. Other people, I realize, are the early adopters. With Shattered Haven we addressed the early adopters issue by getting a batch of Steam keys to give out. I suppose for Ancient Shadows we can do the same, come to think of it. But only people that email us will get one.
EDIT: Oops, no, it's not set up so that I can request keys without bugging Valve first. I just checked. Grr.
TLDR: We're in a rock and a hard place, and we've chosen the lesser of two evils in our view. Would that we didn't have to choose any evils, but that's not the world we find ourselves in. I think that our early adopters would probably rather see further games from us, rather than have us mess up our main source of income and thus disappear.