And the reason that is that many have amateurish or clunky DLC support. Initially, you were limitted in the number of installs for the Oblivion DLC; that later changed and there were workarounds. Bought it on disk when it came out. I would have loved to play the Overlord DLC, but it was only available on Metaboli and there were unanswered complaints on the forums so I was hesitant to get involved with Metaboli then (and now because the wacked out clunky disaster that gametap has become since Metaboli has gotten involved with them). Am waiting for the gameoftheyear edition of Fallout 3 for the DLC because of the GFWL clunkiness.
Frankly, if they managed to bring out Overlord DLC or Fallout 3 DLC on steam I probably would have bought the DLC as DLC.

It gives the illusion of an expansion. But thats not so bad again, the real evil here is arcade games... Let me finish before you start eating my flesh! They have begun selling them in retail stores! How many is there on a CD? 5 you say? no! 4? no! 3?! NO! Theres only one game on the whole disc. and to a price of 100dkr (something like 20$). That is terrible and horrifying!

Well thats a flat out ripoff and I'd lay odds its the shop thats responsible for that