I believe they are adding the Physical Collector's Edition to Steam.

http://forum.square-enix.com/ffxiv/t...88#post4136688

Quote Originally Posted by Luxpheras View Post
We previously answered that there were no plans for a physical Collector's Edition on Steam. We're pleased to announce that due to popular demand, we've created a limited number of physical Steam Stormblood Collector's Editions. Stay tuned for more info!
If you are able to buy the Physical Collector's Edition from Steam, then you can try cancelling your pre-order from the SE Store.