The Steam version is not "the download version." If you buy from Amazon, the download is identical to what you get on the DVD. I'm certain there are other vendors who sell the same package via download. The Steam version is the Steam version. The Steam sh5.exe file - the core file of the game - is "packed" (read "encrypted") and can not be executed. Only at runtime, via the Steam software, is the executable sh5.exe created, in a transient form that resists all but sophisticated efforts to save or view it - or change it. You don't buy anything from Steam. You lease their code, which they let you use subject to their controls and restrictions.
Think of leasing a car. You can drive the car - although you can't drive it to Canada or Mexico. You can't make any changes to it, though. If you hang on a JC Whitney blower and paint racing stripes down the sides, the lease is void. If you even install a better sound system, the lease is void. Because it is never really your car. That's how Steam works.
But all this is not true of most downloads. They are the same as on the DVD, with sometimes DRM software in the installer to discourage piracy. It's a big difference. No one who gets a game from Steam should think they are buying "the download version." They aren't buying anything. They're just leasing. Some people find these terms acceptable. Some people lease cars, and most of them are perfectly happy with the arrangement. But, just as with leasing a car, it is important for you the customer to understand the true nature of the transaction, or you may be very disappointed.
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