It's because they don't really grasp yet how these things work on Linux. Which is understandable, since they're coming from a Windows world, where package management has to be done manually. So the Steam executable you download is an installer that downloads/installs the Steam package manager, which then downloads/maintains the games.
Ideally, all the Steam Linux games would be maintained in APT repositories and you would update them through APT, but I don't know if that will ever happen. At least this is better than nothing at all.