The main Pro is that more money goes to the development team if you buy directly from the IL-2 store. Other than that I have not heard of any pros of cons for using Steam to purchase the game so it really boils down to personal preference.
If anyone else is on the fence about what to get for their WW2 fix, IL-2 is on sale. All the GB modules (regular edition) excepting Normandy and Tank Crew cost me under $50 total. Quite a deal for that much content. I got them from the 1C website, with minor trepidation about having to patch things the long way. The launcher 1C has created for it is painless to use and keeps things updated, so one less thing to worry about.
If you want to link your Steam account to all the other titles you must buy Battle of
Stalingrad on Steam. Then everything else can be bought from the Great Battles store and link it to your Steam account.