Professional game developers do not want their game engines to automatically update because when you upgrade engine versions things usually break. This happens in Unity, Godot, Unreal, and every other engine or framework I've seen in games. For big changes, this is inevitable. So professional game developers download the engine directly from the provider and not a service that will automatically update the engine version from under your project.

I don't even know why Godot is on steam. Probably to gain more discoverability and popularity.