I don't see what the point of a boxed version of dlc would be if the game is on steam.
While the game is on Steam, it's also available in a box (the basic game). And some of the people who buy the box, while installing Steam to register the game, may not want to give them financial info and/or may not want to do large downloads. Those people, would probably tend towards buying "DLC" on disc.
/shrug
(I know that I got Borderlands DLC on disc, and I'm waiting for a Mass Effect 2 collected edition - I'd rather buy the game again on disc, then have to deal with Bioware's online shop and alternate currency.)