Sure, you can (presumably) download it from both places any time after purchase. With steam, all you have to remember is your steam ID and password.
Now where did I put my humble bundle key again?
(of course humble bundle gives you website and steam keys, so it's an unfair comparison. My point is that if buying one copy of this film doesn't give you the ability to download it on the other service, there is something to be said for the ease of finding the download URL)
