Not everyone wants to obsessively hoard zip files ya know...
I will admit that was part of the reason why I stuck with the KSP store and have never taken the steam key. (I bought KSP back in 2012 when Steam wasn't an option.) 8 or so years later I've realized that, while it's nice to have the option to download older versions, I really only care to play the latest version and have never even taken advantage of the option to download older versions. I also had no reason to believe that, after a few years of not playing KSP, when I returned I wouldn't be able to download the latest version that had been released only a month and a half ago.
I should mention that technically the steam version is DRM-free, but... I know what you mean haha