My guess is that streaming isn't a key feature for Bandcamp users/listeners. They use the platform to actually purchase, download and own music, to add it to their offline collections and libraries that will still be there when a streaming service shuts down (rip rdio) or licensing deals change and your favorite albums disappear from Spotify and Co. (It happens).

At least that's how I, as a frequent music buyer and collector, use Bandcamp.

Concerning the artists that prioritize Bandcamp: Don't forget that most artists don't make any money via streaming - of course they push the channel that actually provides revenue and actual, meaningful sales.