I can't see too many benefits to having it on Steam other than profile cosmetics / showcase purposes ...
... If you want to play with a controller (which I'd highly recommend) + customize the buttons for quick access to the Map, Olivia's Wheelchair, "Engarde" skill etc... You can still purchase the game from here then add the game to your Steam Library... then create your own custom controller layout or apply the preset one I uploaded to the community for everyone to use.