I just don't understand,why some publishers refusing to release localized version of their games in digital download stores .
For example you can buy EA games in several languages ,both in retail and digital version.But you can' t purchase localized version ( for example hungarian ) of games from Paradox on Steam,Inpulse or D2D,but you can in retail.

Because they couldn't care less, I guess?
Each localization would mean more server space used, more patches required if a problem is found, and so on...

Because the store have to secure additional rights for localization content (text translation, voice-over, etc.)? At least that's in GOG's case:

You are right. Different localized versions could mean different right holders.

Maybe because EA did the localizations in-house, so its easier for the stores to secure the rights for those localized versions? Some other publishers may sub-contract the localization to another company, who then may hold the publishing rights specifically for that localized version. For example, If I'm not wrong CD Projekt have publishing rights for localized versions of Atari's D&D games in Central Europe.

In Hungary:
seven m Kft.
http://www.cdv-sevenm.hu/
you can find their partner companies on the right side of the page
CD Projekt
http://www.cdprojekt.hu/
* Atari
* Capcom
* CD Projekt RED
* Codemasters
* D3Publisher
* Disney
* Eidos
* Lexis Numerique
* Microsoft
* Riverdeep
* Vivendi Universal Games

While the publisher typically covers the "core" languages themselves (two or more of English, French, Spanish, German and Italian) other languages such as Polish and Hungarian are typically outsourced, and the company responsible for doing the localisation may have retained some rights to how and where that version is distributed.
What also makes it difficult is that these localisations are almost always done by replacing all of the original languages with the new one (rather than simply adding it as an additional choice) so patches etc. are most likely incompatible and you can't just add the extra languages back into the base data without some additional work.