They have a fan base that showers them with money already and have received more then they ever thought would ever be possible. They and the community are their own publisher so they don't have to worry about someone else skimming money off the top 'to increase sales'. Clearly Steam can't say we have player base and sales to offer. They are their own distributor and use a http + p2p distribution setup once files on the main release branch are made available to the public. Steam can't say we can host files for you. CIG already has it's own matchmaking service and is creating statboards and other goodies like an app for your smartphone where you can get into things like swap out ship components and manage your inventory without being actually logged into the game, or use it as a second screen like what your mobiglas in game is supposed to be like. So they can't offer leader boards and stat tracking and would have to spend lots of money just to catch up in other areas.
Because the 'universe' is so massive (will be using double point precision rather then single point like every other game, basically a 64bit game world as opposed to a 32bit), they will have an artificial communications delay. The farther apart you are, the longer transmissions take to arrive, if at all. 3rd party overlays and communication channels defeat this and break immersion so CIG will not support them unless they do the exact same thing. Steam won't do this because it would keep players from talking/competing. CIG doesn't give a damn about in game achievements that pop up when you complete something. If you discover a jump point, no one will know until you submit the info to the UEE at which point, an in fiction news broadcast will be made letting everyone know about it, who discovered it, and what limited exploration on the other side has discovered. And lets be honest, who really gives a shit if someone mined 50,000 precious gems or not, especially if you play the game for the first person shooting or racing? Different people have different goals and trying to lump the entire fan base together is counter to the design of the game. CIG wants people to be different, they want people to venture out and go different ways, they want you to play together, but they don't want you to be forced to.
And the final nail is this: CIG is very good about responding to the needs and complaints of their fans, and most, while unlike me, have never had issues with Steam and support them fully, still make it perfectly clear that they don't want it on there because of all of the other crap Steam can and will do that will take away from the game rather then add to it.