That does seem odd. Doesn't bother me personally; free space is at a premium and most physical stuff I buy ultimately ends up in either the loft or the recycling centre. But given how many people are strongly anti-Steam I'm really surprised they don't seem to be offering an alternative purchase method.
Personally, I'm not anti-Steam. I have bought a few games via Steam (had no choice when I bought the Vive
Thinking about it, though, the Xbox version makes more sense for me... I doubt I'll play more than a few hours of it, but I have a feeling that at least one of my kids will spend far longer.