I don't think you can buy an expansion to a non Steam game on Steam and have it work. I know for certain games you cannot do that, and I've never heard of someone having a non steam game and buying a steam expansion and having it work. I haven't heard of that working, but that doesn't mean its not possible.
Regarding your other critiques, I hear ya, I grew up in the age where to get a PC game you had to go to a store and buy one, then you had to forever keep your cd and the cd key safe, because if you ever lost your cd key you could not reinstall your game.
I personally prefer Gamers Gate over Steam, but I do use Steam for some games.
If you can get your non steam game to accept and run an expansion from Steam let us know if that works.