Because that is exactly the same as buying a product from store A, but asking for a receipt from Store B even though you did not buy it from Store B. And, not, not "every other game" does that. I have quite a few games on Origin or Uplay that are also available in Steam but cannot be launched from Steam simply because I did not buy them there. Wildlands was available for pre-order on Steam just as long as it was available for pre-order everywhere else. I would have just bought it there if you prefer Steam.
I feel your pain. I prefer Steam over any other launcher platform. But it is indeed its own store just like any other purchasing source. If you want Wildlands for Steam, you are going to have to purchase it through Steam exclusively.