Gersen: Even on PC you will have to ask somebody "permission", either to host your game files for you (hosting the fine yourself is a good way for bankruptcy) or at least to give some exposure to you game. Creating you game, hosting it yourself, advertising it yourself, is something very few have the resources of doing even on PC.
And even if it's a bother to ask for "permission" there are often advantages if you do so that are well worth the bother; if many Indy dev uses Steam it's not without reasons.
But many indie developers who have games on Steam essentially have created their games, hosted their games, and advertised their games by themselves reasonably well before ever putting their games on Steam.
In fact, in some cases it's actually harder to get your game on Steam if you haven't successfully done that beforehand.
Steam isn't as nearly as bad as Xbox Live of course, but at the same time they don't just let any game on the service.
Yes, there are some cases where Steam will let a game on board right from the beginning if the developer has worked with Steam previously or other such reasons.
However, in a lot of cases you have to demonstrate that your game can sell at all before you can put it on Steam, and for many indie developers that means being able to sell their game on their own for some time before getting on Steam.
I think it's also worth mentioning that on PC, if you really need help selling or hosting your game you have options when it comes to who to get help from. If Steam won't let you in the door initially then you can go to Impulse, or GamersGate, or some other service. In some cases there might even be services who may be more specialized for your genre or niche, like GraphSim if you happen to be making a flight simulator.
