I read somewhere that Amazon doesn't offers a digital download for Bethesda's games. Searching through Amazon I see no option of buying a digital copy of Skyrim nor Fallout NV (both are steam games). So it seems there won't be an option for Dishonored.
I think it's ridiculous that we have to mail-order the codes, plug them into steam, and then download. Why not skip the snail mail, and just print me up some codes when I make the purchase? Why snail-mail a box with the download codes in them? I've had this happen with games before and it's weird.