well, zip doesn't reserve the right to scan my computer for software it considers to be in breach with its license, and other stuff like that, so the comparison is not quite valid. I did list technical reasons further up, and as someone who rarely finds the time for a gaming session, I find the steam client quite unwieldy… for example, every single time I start it, it updates itself first. Plus, I can't use it in some of the situations I play games in, like in a hotel room with my work laptop.
But, as I mentioned before, it is your decision. If you feel the gain outweighs what I consider losses (and you obviously don't, so this one will be easy), then by all means do what you think is best for you.