I have voted maybe.
I supported Steam in the early days but in the last year I have found their delivery of their system to be intrusive (must be online to play a game even single player) and poorly executed for non-valve games (2G update for a 240MB patch).
But if it means the difference between BIS getting more money and being more successful, then I would support your move to a Steam only system - I would hate it, but I would hope you would continue to deliver YOUR style of game - because that is what we love.
I would rather BIS grow and prosper in the glory of mainstream profitability than eek out a living in nichedom.
If you guy need to, go for it - Steam isn't unusable.
