I think a friend of mine still had WWE 13 when I went to find it, and I was going to download it online until I noticed the $40 price tag. This was a week before 2K14 was scheduled to be released. The game itself went below $40 on Amazon and other retailers before 2012 ended.
But, as JMS said, right now, they can't undercut the companies selling the physical copies. Maybe when we move to an all-digital platform, that might be in the cards, but not right now. They're also doing it because there are some people who are lazy and won't check and just buy it digitally.
Steam can do it, because PC is over on a large digital platform anyway. Go into Best Buy or Game Stop and there is a shelf, if that, for PC games. Outside of the mainstream games like COD, Battlefield, Mass Effect and Assassin's Creed, it's going to be tough to find the game you want.