Steam is very convenient, but you're completely dependent on it for most games purchased through it. If your account is banned, if the service goes down, if Valve changes the terms of service in a way you don't like, you're simply out any games you own on the service. The client is slow and clunky, offline mode (while better than it has been historically) is still not as reliable as I'd like, in general of all the DD services I find Steam gets between me and my games more often than any other. Given a DRM-free option straight from the developer, I'll always take it, it's best for me and it ensures the devs get the maximum profit from my purchase (rather than Steam/Impulse/whoever taking their 30% cut). Barring that the order goes something like GOG > Direct2Drive DRM Free games > Gamersgate > other D2D games > Impulse (a client, but a less intrusive one) > Steam (an intrusive client). I'll still buy from Steam, but only at steep discounts as a result of the number of strings attached. More than any other service, it provides something more closely resembling a game rental than a purchase. Something like Ubisoft's "online all the time" DRM/store thing is, in turn, much worse than Steam, and not something I'll give a dime to.
All that said, in AI War's case it almost doesn't matter where you get it as far as DRM, since codes acquired through direct purchase (and other stores) register on Steam and Impulse, codes purchased through Steam and Impulse (and anywhere else, I gather) register with the DRM-free client for the devs, and so really you can get any version you want by way of having bought it most anywhere. This is very much the best of all worlds, as you can (for example) use the nice community features of the Steam client without being beholden to it to be able to run your game.