Today Puzzle Pirates was released on Steam Store. It has slight differences to the usual Puzzle Pirate client, the main one is that it uses your Steam account credentials and does not ask for username and password which means that you are unable to login with your existing account and must create a new green pirate. It seems to be targetting new players rather than convert the existing to Steam.
In order to buy Doubloons all payments have to be processed through Steam. The cost is the same though with the Rogue Mark and other rewards.
When you start your new pirate you will receive a StARRter badge and Skeletal amulet both will only last 5 days. The StARRter badge is a combination of Pirate Badge and Parlor badge. Both are not tradable.
For existing players there is no incentive to switch to the Steam version, but for an alt it may be useful to get 5 free days of Parlor games.