Foxhack: That can't be right. Steam games and DLC are sold at other stores - I've seen Magicka DLC at Gamersgate and Direct2Drive.
Delixe: I think the issue is with DLC that's sold direct from publishers. Like you said Magicka DLC is available on GamersGate and Steam, D2D I think as well. With DA2 and Crysis 2 however the DLC can't be bought on Steam, it has to be bought direct from Bioware/Crytek.
I'll be honest, in EA's case I think it's having control where they would normally not. I'm willing to bet that Sony and Microsoft get a good chunk (probably similar to what valve wants) of the DLC money and they have to obey those restrictions. The system that EA has in place with the DLC in it's games give them the most control possible and even better, they keep all of the money since it doesn't go through another retailer.
Ehhhh, I'm not liking it, but I understand it I guess. But at the same time, other games that use DLC have no issue with it, it really does make EA look a bit greedy overall.