Confirmed Underfoot will not be in Retail Stores

[ChaosSlayerZ]

it was unlikely that they would do another All-in-One package, since SoF basically came out just 1 expansion prior.
But they could do it in expansion after the Underfoot.

The chances are, all digital downloads will always be updated with latest patches

And personally I think there still crap load of features still missing from Emu SoF support to say that "we done with SoF, we need a new expansion pack!"

[trevius]

Chaos, all current and future expansions will include all of the previous expansions. SoD and Underfoot are that way already.

I don't know if steam would be a possible option, but without there being a retail disk option, there is no way to be sure that the version won't change without notice. And, it isn't really worth putting work into something that might suddenly poof. The only other option would be to chase live and try to keep up with each patch, but we don't have the team to even consider that.