It's not so much avoiding multiple purchases, although that's a concern too. It's also about stuff like--sometimes I don't know what to play so I just look at my list. If I have to go rooting around to find games, they won't be considered there. I only want to run one client, so I have no desire to buy things on something else with a client. I don't want too many companies to have my credit card (in fact, I use Paypal on Steam so even Valve doesn't have my info). When I format, I want to be able to redownload easily instead of remembering to go back to the other sites and redownloading.
As of right now I have an awkward "DRM-free indie game installers" folder on my computer from Indie Bundles having stuff. But from that GetGamesGo bundle some of them have DRM so some of those installers might not work.
And any perceived price benefit is phony; a game that goes on sale for $19 on D2D or Impulse will go on sale for $19 or less on Steam. Maybe not at the same time. Maybe not in the same sale. But if you're like most of us and you treat Steam like a "buffet" in that rather than actively intending to purchase X, Y, and Z you more see what comes down to the pipe and purchase as stuff gets cheap/appealing enough, having to wait for a spring sale for Steam to match the price from the winter sale on D2D or whatever is not a big deal.
Personally I also own all the consoles and I'm not really picky about control or graphical fidelity so if it's a game like ME3 which is Origin-works on PC, I'll just get the 360 version. It being Origin-works means I have no faith the DLC will ever go on sale, especially considering ME2's situation, so there's no price advantage to buying on PC versus on console.