Probably every gamer can sympathise with your proposition, but the game publishers don't. Allow me to explain briefly why someone like Valve Corporation would rather gnaw off its arms than support independent retail copies.
Valve Corporation loses out if you can circumvent Steam. They can't collect your data, can't advertise their products to you, and earn less from copies sold outside of Steam (while still having to provide the same 'services'). Retail copies which require Steam certainly aren't the best case scenario for them (not purchased over their platform, after all), but at least it allows them to stick their foot in the door.
Legal status also plays into this. Publishers want to restrict control you can exercise over a product you've bought (e.g. second-hand sales, modding, etc.). If the physical component you purchase enables you to do all this, there's nothing they can do about it. When a DRM-scheme like Steam is employed, all you possess is a token enabling you to ask for permission to play the game you've bought (it doesn't only sound absurd, it is absurd). This way control remains completely in the publisher's hand, enabling them to enforce anything they desire. Legally.
You might object that this isn't fully valid for third-party games, but remember the already mentioned Steamworks component. While advertised as 'free', its use practically requires the adoption of Valve Corporation's objectives by making the Steam component mandatory.
Like you said, choice would greatly benefit the customer, but the publisher would need to give up profits and control. One group is apparently willing to make the sacrifice, the other one isn't. That's why RO2 won't give you the choice you desire.