Unless someone can't live without the Steam overlay on their games, I would avoid buying through Steam unless that's the only way to purchase a game (which it isn't in the case of FFXIV). If you want to be connected to your Steam friends while playing, you can always run Steam separately and get desktop notifications for messages.

That way access to the game isn't dependent on Steam verification, Steam security compromises (had that happen to me twice in the earlier years of Steam where my account was compromised due to a data breach on Steam's end, not mine), etc. Some people think using Steam is an extra layer of security for your account but it's really just an extra Valve hand on your wallet.

Setting up your game account for PC via normal purchase may be annoying but it's only that initial set up and then adding expansion keys in the future. Day to day play is just starting up the launcher and logging in.