If you want to support devs, buy from their site.
You mean Gamersgate? They have taken direct payment option off their site, all links lead to Gamersgate pages.
I dont like Strategy First, but Graviteam didnt even try to get the game on Steam(well not in an obvious way). Even UIG succeeded in Greenlighting Steel Armour.
GTOS has 95€ worth of DLC. If you would like to support the devs gift the discounted base game to everyone you know, and if they find the game fun, they will probably buy some DLC for it. Well if they can, because they are still not on Steam.
also: Biggest benefit Steam could bring would be the automatic patching, works miracles in all Steamworks games. GTOS way of patching is fiddly. Sadly even on Steam this has not been resolved.