I actually wasn't aware you could pay using Steam. I technically own two copies of the game, a legacy SE version of the game, and a Steam version of the game that I picked up for my boyfriend (and so I could download the game lazier and use steam overlay stuff). Both of us use the Mog Station to pay.

The one thing to keep in mind though, is that you need to get any additional add-ons using the same method. So, I needed to purchase Heavensward from an online retailer, while he needed to purchase it over Steam (Well, technically I did and he paid me since it's my steam account but whatever).

That all said, in the end there should functionally be no difference.