Why are you not interested on purchasing it from Steam?
Not a matter of "interest", a couple of practical considerations.
Many years back, I had a couple of games on Steam, and apparently one of them had its password hacked. Considering that I didn't let anyone else use my PC, was barely ever online, and hadn't even fired up that game recently, I can only assume that someone else either hacked Steam itself (it was done several times before they massively beefed up their security), or randomly guessed the code. My account was closed, all games lost, with no recourse or appeal. I will not deal with them again, even if I'm allowed to (which I'm not sure about after all this time).
Secondly, my gaming PC sits in the upper floor of a building without phone or internet access to the upper floors, and I don't even have Internet at home. Installing a game involves dragging the system down 2 flights of stairs, then down the street to wherever I had to park, so I can use the high-speed connection at work after hours. Having Steam decide to phone home to "verify" my game, or decide to download a multi-gigabyte update at an inconvenient time whether I like it or not, really won't cut it. I use GOG or Amazon for most of my downloads with no real problems, and used Gamersgate a few years back until they stopped carrying Paradox games.
Third, I'm appalled at the conduct of Steam in regard to the terms of its contracts with various game developers. Paradox is one of the reputable few developers using Steam who will actually allow criticism of Steam or posting of complaints without either banning the poster, deleting the post as soon as it's spotted, or moving the post to a confusingly titled thread in some forsaken corner of the miscellaneous forum where it will never be seen by human eyes again. If you've ever wondered why you don't see a lot of complaints about Steam, that has a lot to do with it.
