Well I noticed this with Dead Rising 2 and GTAIV, and in all honesty, it didn't bother me except for the fact that the Achievements weren't tracked on Steam, but on LIVE. Well, ok I guess that doesn't bother me
BUT OH HO HO, I bought Fallout 3 GOTY and I began to wonder: Where's my DLCs? I noticed that the game had LIVE, so I logged in and thought to myself "I don't have to put up with this in New Vegas." I notice that the Downloads menu was't grayed out any more when I logged in so I thought "I guess I have to be on LIVE to experience the DLCs, what a load of stuff, but all right"
And then, I notice something else. MY SAVE FILE IS MISSING, WHAT. Given, I didn't progress far into the game because I noticed that the DLC quests should be given to you after you leave the vault, but they didn't for me. If I had noticed this a lot farther into the game, I would be pissed out of my mind. The most precious thing in a game is your save file.
I'm sort of speaking out of my emotion here, so the OP is not very well-thought out. Discuss, I suppose.