I own my copies Pride of Nations through Gamersgate.
I would really prefer to have them on Steam because Steam has much more bandwidth than Gamersgate (translation: Steam downloads tend to be fairly quick, Gamersgate downloads are sometimes glacially slow).
I have discussed this issue with Customer support at Matrix, and they aren't able to issue Steam keys to individual owners of the game.
Is there any chance that Ageod could arrange for Steam keys for all of its Steam-enabled games to be issued to Gamersgate? They aren't a wholly-owned subsidiary of Paradox anymore, so it's not like you would be supporting a competitor.
Many people prefer to have their games on Steam, but not to buy them from Steam (especially after this recent nonsense about charging for workshop mods). Owning Steam games independently from Steam provides an extra layer of protection in case Steam goes belly up and your game library vanishes. And having a game in your Steam library protects you from having the provider of the game go belly up as well.