Reason for BS2 is because it used to use the Windows Live system and some devs had moved the games to Steam instead, so anyone with old retail keys got the bonus of DLC also. Same happened with the Batman Games.
Yes, I discovered it through bioshock.wikia.com. I was looking up through that wikia to find more info about Bioshock Infinite and happened to stumble on BS2 page. It stated the same thing as you said. I was really planning on buying BS2 through Steam and lucky, I didn't. I raid my entire closet to find the CD key. Good thing I stumble on it.
Anyone have a link to Window Live login page? I know I have the account with them and I couldn't find the link because I forgot my password. But for some reason, MS removed the page and the search to find that page kept pointing me to the Window Live client. I just don't want to install it. I just want to access the forgot password link for my account.