Take a stand, Frictional

[PvtLastClass]

This game would not have a lot going for it in a boxed copy.
-Independent
-PC only
-Too scary for most players
-Not heavily advertised

Honestly, they'd lose more money than they'd make. It's been obvious places like GameStop have been cleaning out their PC sections entirely. I heavily doubt Wal-Mart (the big one for game distribution) would give shelf space to it (they could put Black Ops in that shelf space =D! )
There are creative ways of giving it as a gift, and I think those are your best bet. I remember for my birthday last year, my parents printed out a big picture of the Batman: Arkham Asylum cover, and put the Steam logo on it; after a moment, it was pretty obvious what they were inferring.