1. I believe Paradox produces games of incredibly high quality, and puts a huge amount of work into its games both before and long after they have been released to give their customers the best game experience possible; as such I am a customer who is willing to buy every new game released by Paradox, including every expansion to those games, and most likely also any DLC such as sprite or music packs for those games.
2. I am a customer who is not willing to use Steam.
As such, if all of your new releases require the use of Steam...well, sorry. I don't have to justify my decision in any way: If as a developer you are unwilling to accommodate, I am not willing to support you.