With something like Steam you also get a service which adds value to the game - achievements, Steam-cloud save game and settings backups, in-game chat, in-game web browser, automatic updates, free DLC (for Valve games), the ability to download the game as many times as you like on any PC.
Of course you could say that GFWL subtracts value - it's clunky, encrypts savegames so you can't transfer them between machines or OSes, has a terrible update system and requires you to be online to save. It's the main reason I've avoided Dead Rising 2.