I feel I have to toss in two cents on this subject.
The name 'Steam' keeps popping up as a 'they did this' or 'they did that'. For the most part, this is very incorrect.
Steam is simply a store that acts as a distribution platform. They have certain guidelines that have to be followed by their developers regarding the main installation location of a application / games files, and they provide a varying level of DRM / copy protection. Outside of that, almost every other thing is in the control of the developer of the application. When DLC doesn't work right, it's almost always the developer / original publisher of the DLC to blame, not the distribution platform.
Steam currently has 6908 applications available through it... do you think they personally package and inspect every single one? They simple sell and distribute the packages that are submitted to them by developers or publishers.
Everyone's mileage may vary, but I've used Steam as a method of purchasing computer games (in the hundreds) for as many years as it's been around, across many different computers, and I've never had a single issue with Steam itself. With the games bought through Steam? Occasionally, yes. But 100% of the time, these issues are the result of a developer, directly or indirectly, or an original publisher's application of additional DRM.
Issues regarding the Steam edition of FSX and addons or DLC bought for it through Steam have more to do with the fact that our current FSX installations are an extremely complex mess, in even the best of circumstances. Problems with addons not installing correctly occur just as frequently in boxed FSX as they do in Steam. The question becomes more an issue of whether a program whose life has been extended and prolonged as FSX actually belongs on a platform like Steam, where the vast majority of applications / games are designed from the get go to be a single location, one click install, with easily extendable assets.
As I said, one's mileage may vary. Not everyone has had as good of a run with Steam as I have, and there are certain issues inherent to any digitally locked-in platform. But those issues are separate from very application specific problems.