Here's a good reason (Tycho and Gabe Interview):
http://blog.wired.com/games/20...4/exclusive-inter.html
The relevant part is the last question:
Are you looking to kill GameStop?
Tycho: Well, I don't think that we're looking to kill GameStop, no. The reality is that there are just a lot of games that belong in a GameStop that they'd never allow there.
Gabe: Robert said we could talk about that deal with GameStop.
We had a meeting with GameStop to talk about selling a boxed version of the game. Once we had a bunch of episodes together, we would collect them and put them in a box, you know? And GameStop said, oh, that's fantastic. We'd love to do it, we'd love to carry the game... but it's not going to be available anywhere else, is it?
And Robert said, well, we're going to digitally distribute it first.
They got really upset. And they said, no, you can't do that. We can't have it in our store if it's coming out digitally first. And he said, well, I'm sorry, that's the way it works. We're publishing our game and we can say where it goes. And so the deal that they tried to strike with Robert was okay, well, listen: If you cut us in on the profits from online distribution, and XBLA, and everything it comes out on, then we'll think about carrying it in the store. Just, what assholes.