Two reasons. One (the major), is we want to see the "general public's" reaction before releasing it on Steam. People who find it via Steam will be much less forgiving than people who've found it via us or word of mouth! We don't want to get a lot of "what?! is the game not finished" reviews that stick with us until release. Also, our Steam contact has expressed similar concerns about the state of the game.
Also, it doesn't hurt that doing this via Humble Widgets give us a bigger royalty share than Steam would (by quite a bit)! We'll hold off from launching on the official site before we know how people in general will react. Or if Valve *insists* we put it up... I mean, we can't say no to the Gaben army =P