Steam is an online digital distribution service, popular for gaming platform, but it's not just limited to gaming, several software also available here:
Only Vegas Pro EDIT version is available in Steam distribution, and one cons compared to 'normal' version is you are limited to run one application only (due to Steam's environment limitation that it will turn you to the 'already running' app rather than run another one!). In 'normal' version, you can run multiple instances of Vegas Pro, opening different project, and copy-paste the clips between these instances.