It's really just a matter of preference. Your preferred method of acquisition may differ, but I personally like being able to open a single dedicated game library management system and decide from there what I want to have installed and/or what to play. Given the option, I'd just like to have my copy made available in that way, and the question is only really being raised because on the Kickstarter page (in the FAQ) it's stated:
Once the Kickstarter ends, every backer will receive a survey asking them what platform and distribution network they would like. We now proudly support both GOG and Steam, so if you prefer DRM-free, you can choose the GOG option, and if you like Steam's integration, including achievements, and possibly cloud saves, you'll be able to choose that as well.
And it seemed like the order confirmation step of this site would have been a logical place to ask about distribution options.