If I'm not mistaken; both Sony and Microsoft (in terms of Xbox, which I know doesn't directly apply to this game) typically set some kind of size limit for game patches that can be released for free for a game licensed on their system. Anything that goes over that limit is required to be a purchased download, which means it's purchased through PSN/XBL and therefore Sony/Microsoft gets a cut of each sale.

Steam? I dunno, probably in the agreement somewhere, but honestly the only point I can even see in FFXIV being on Steam is simpler access to buying the game digitally, although I always assumed there was a way to do that through SE.