Given that Steam has, for more than 6 months now (starting with the new library update in October 2019) been known by Valve to be a health hazard for many users, I'm actively refusing to buy anything on Steam. There are a growing number of users affected by this or the other serious problems with the new library who are similarly unable to use the updated client, and are avoiding purchases from the platform. Even if the game is only available as Steam keys from other sites, that would open you up to more customers than otherwise.
Viewing post in Plans for the future of Cosmoteer comments
Just to clarify: Steam keys are fine because I, like many others (not all for medical reasons, some because of system crashing and other performance issues) have reverted to an older version of the Steam library. This MIGHT still be a problem if you use up-to-date Steam API code, some things won't run on older versions of the client. So that's a potential concern if the game is exclusive to Steam.