Because Bethesda said:
"Will I be able to play Skyrim as soon as it releases?
Yes. There will be more details on preloading Skyrim via Steam closer to release."
The game is released as I bought it in a store but I can't install it because Steam say that it is not yet released.
I understand this marketing strategy for a MMORPG, but Skyrim is not such a game.
I loved the Elder Scroll series since the start, but I don't like to be taken for a dumm.
As a consequence, it is the last time I buy a game from Bethesda.