Sad... on the other hand, what do you expect? PI marketing is aggressively pushing sales on Steam, while minimally promoting their GamersGate game versions? I'm pretty sure 90% of your customers are not even aware that GamersGate exists. I continuously read on the forum announcements page that now that there is some Steam Sale going on; GamersGate also has those, but PI itself seems to almost never promote those as they do with Steam sales.
I don't pretend to be some kind of an expert on the subject, but I can understand how a company might favor using Steam over other digital distribution sites such as, say, GG or GOG.
I first made my Steam account in 2009, when I was forced to make one to authenticate my copy of Empire: Total War (Fan of that series since the first Medieval.) I bought in a store on release. At first I was pretty upset with Creative Assembly for making me have to get Steam to buy the game and I hated it. But over the years, I got "used to it". I learned and took advantage of various other things Steam has to offer - not just sales, but also access to community of like-minded gamers. I have, over the years, befriended quite a few of the people I played various games on Steam with, and then socialized with them using the Steam chat and discussed other things, such as other games. I'd see a friend playing a game, then later talk to him about that game, and in many cases, buy it if the friend recommends me the game (I don't remember the last time I bought a game simply because I read about it on a gaming journalist magazine or website, these days I buy games almost exclusively on whether I liked the previous games in the series/developer or if friends recommend it to me.). And the opposite is also the same, with me encouraging friends to buy games I play on Steam if I think they'd like them.
I believe social features such as these are the reason why Steam is so popular these days, and why the overwhelming majority of Paradox games seem to go through Steam. I don't use GG, so I don't know how it works, but I assume it's similar to GOG, that you buy the game on your account on the website, then download it to your PC and play it, DRM-free. While I can obviously understand how a lot of people might prefer that system, simply because of the social features, I find Steam much more convenient. These days, if I have the choice of getting a game on Steam or a non-Steam version, I choose to rather get the Steam version. (I still like owning boxes and physical DVDs and stuff, but I also like being able to authenticate those retail copies on Steam.) And thankfully, if I do have some internet issues and can't connect and it won't let me go in Steam Offline mode for whatever reason, Paradox games use no DRM so I can always just launch the game from the folder and play it.
I think a lot of developers and publishers also understand how powerful Steam social features are at spreading the news of various great video games and serving as a great way of advertising them, which is what is making them prefer Steam over other (non-DRM) types of digital distribution. But I don't think Paradox is going to stop selling games on GG anytime soon - there is always (As is evident in this thread, and many others on this subject from the past.) a number of people who will be against a "DRM" program such as Steam and would rather not buy the game at all than be "forced" to use Steam. So the solution to "push" Steam but still provide alternatives for the diehard critics of Steam seems like the best possible solution here.
I doubt there will be any physical copies sold in 2013.
I knows others have brought this up already, but have you considered maybe making some kind of Collector's Edition physical copies, with a slightly increased price and some additional goodies such as maps, manuals, maybe a "behind-the-scenes"/"making-of" DVD? So people who really enjoy collecting physical copies and such collector's items can order them shipped? I am certain a lot of people would be interested in getting that.