Why do people buy game soundtracks from steam?

That really depends on the game. Most games the music files are not separate files that you can listen to outside the game.

I wish to buy pizzas from Steam.

With little observation of the first world mind, you'll find they spend money on anything you put out there. This is something we 3rd worlders fail to recognize as bread is our main priority still.

Some games come with the soundtrack already in, and in oggs, such as Dredmor and Hotline Miami. A lot do not.
Also, to show more support for devs and composers. I paid as much for Risk of Rain than I did for its soundtrack (On Bandcamp though, not on steam), and it was totally worth it.

Also sometimes said oggs are of lower quality too. Eh.

I don't buy soundtracks often, but when I do it's normally because it's a damn good soundtrack and I want to show the Dev some support. It's been a long while since I've bought one though. Last one I bought was Bastion's soundtrack. I didn't get it on Steam though, I ordered the actual CD from the website. First CD I had bought in a very, very long time.

The only soundtrack I went out of my way to purchase was Chance Thomas's Riders of Rohan soundtrack. Of course, if I could, I would jump at the chance to purchase a physical copy of 仙剑奇侠传历代游戏音乐精选集：仙籁情深. The game series' music pieces are included with the games themselves, but it's always nice to have a collectable item of such awesomeness and sentimental value.