With D2D you can download whenever you want and you never have to be online to install or play the game. With Steam you can also download whenever you want but it's online activated. Steam also has achievements which D2D does not. And if you ever lose your copy it's still always connected to your Steam account and, once you download the Steam client and log in, you can play it on any computer anywhere. This isn't any less true for D2D, though.
For people who hate Steam (for various reasons) the D2D version is probably the perfect version to have is you'd feel the most free with it. Myself, I like Steam so I get as many games for it as possible (minus TTG games). I like the Steam community features and the overlay UI which allows you to surf the web and stuff while playing any game. Even so, I'll still probably buy a copy from D2D as well eventually "just in case."
"Booyah! Look out, LeChuck! Here comes Guybrush Threepwood's glowing sword of hot monkey vengeance!"
-Guybrush Threepwood, Tales of Monkey Island