Because Valve takes a chunk of the profits from FFXIV sales through Steam. This is why Steam players can only pay for their subscription with the Steam Wallet. If SE started allowing people with Steam accounts to buy the regular CE, Valve would be losing out on revenue.

As for being able to sell the PS3 and PS4 versions, if things were the same with Sony/Nintendo/Microsoft we wouldn't have Gamestop we'd have "Nintendo Place", "Sony Boutique", and "The Xbox Store" or something like that.