A "better experience"? Maybe for a Mac only app. But once your product spreads across multiple platforms is much easier for the customer to download the app for all platforms in one place--your website.
Indeed! In this case, Unbound is Mac only, and probably will remain so for its entire life.
Personally I have a number of unplayable games now that I no longer have a mac, the ones I bought directly (minecraft, KSP) aren't among them.
Why so? Having Office 365 on the Mac App Store does not make the lives of users on other platforms more difficult in any way. It’s trivial to put a link to the App Store page on a website anyway: click on “Windows”, get a .exe; click on “Mac”, get it through the store. It’s not like the two cannot be integrated together, and games publishers have been doing it for several stores on the same platform.