I purchased a hard (DVD) copy of Microsoft's TS 2014 shortly after it was launched. Sometimes it worked well. But there were times when it didn't work and I had to contact Steam.
Sometimes my account didn't work (which is probably why the DVD wouldn't work?) and I got so annoyed with the fact that I had to email Steam for a solution and wait a day or two for a reply. I wanted a reply there and then when I wanted to play. At other times, I simply could not access my Steam account and therefore could not email them or look up any responses from them. I gave up in the end.
Why should I have to be tethered to something like this - why can't I just buy a TS that works straight out the box?
I'm extremely confused by your post.
Firstly, there is no Microsoft TS 2014? Do you mean just TS2014 by Dovetail Games/RailSimulator.com?
Secondly, Steam support take 1 or 2 weeks to reply, not 1 or 2 days! You can't expect support there and then from any company. Most will take a few days to reply! It takes me a few weeks to usually get a response out of a TOC!
Steam support is separate from Steam itself, so even when Steam goes down, their support site (with the exception of once or twice) is usually still up. Same goes for the Steam forums (the old ones).
The hard copy would have had a key for Steam, you could input that key into Steam and then either download the game from there, or use the disc to install the game and then download any patches once installation was complete. Disc is for the most part quicker since you don't have to download the game.
What was the problem you were actually having? The chances are Steam support couldn't help because it was probably a problem with the game. Did your PC also meet the minimum specs? I know a lot of people who buy a game on PC but don't check the specs only to find out they don't have a PC powerful enough to play it, and TS2014 (and other Railworks/Train Sim games) have required a relatively powerful PC.
If you tell us what the problems where, someone might be able to help.