Theory-crafting: It is also a closed environment, once Steam shuts down you lose all your games with no way to ever play them somewhere else. I had this with several Loki-games, Red Alert3, lots of MMORPG etc.
Should that happen they have a kill switch to remove Steamworks from all titles and the publishers would have to deal with their customers individually from that point.
It's like if GOG went down, how would you download your games? How would you get customer support? You'd have to send your purchase order to the publisher for everything and they'd have to confirm with GOG, which I hear doesn't even provide records (just aggregated sales data) to them so they don't even know when a game is sold or to whom and just get a check every month. That means no way to verify that you
are a customer except by GOG telling them specifically and that only GOG has an obligation to you and not the publishers.
Despite being DRM-Free everything would be just as lost if not more so because of that with the only differences being easier installer backups and no activation check (the reason for the above issue). That makes GOG a potential Titanic going down for people with larger libraries. You can back up your own games if you want to pay more for the storage devices, but you're not going to get publisher support like you do on Steam (because they're monitoring and maintaining their products rather than leaving it at daycare permanently).
Not saying DRM is ideal or that GOG is bad, but it's certainly not all downsides like some here make it out to be.
That was digressing. I was just trying to explain the extent of the Steamworks integration of Metro 2033. Some people don't mind it when it's not interfering with their experience any more than download > play (particularly if you can launch it without Steam after installing). If you're a Steam hater though then that point just whooshes by. ^^