They won't be likely to do this because steam will take a cut of the action also.
If they did do this. It would cost more to buy it on steam than from Frontier. If it costs 6 dollars to buy a paint pack you can buy on Frontier for 4 dollars. Would you choose to go through more trouble to pay less? They then would get a big storm of complaints versus steam/frontier store costs for items.
All together, will it really make more sales is the biggest point for Frontier to even consider it. Right now, they don't have to go through further pricing calculations, setting up deals, or anything else on their micro transactions with Steam.