Well, yes and no.
I'll give you some examples.
Pixelmator used to distribute their software through their own means. When the Mac App Store came around, they actually changed to use that as their distribution channel (as in the only distribution channel). Other software like Growl did the same, and even Adobe with Elements jumped on the wagon
There is some value to being where the customers are. The customer does not want to learn about a gazillion sites, they want a centralized place from which they can get all their add-ons, and the App Stores have proven that people are willing to pay if the purchase flow is simple and it is convenient.
This does not mean that people are not doing sites anymore. Most of them have their product sites, with information and their forums for support, but they keep the "company app store" as an additional distribution channel. Funny thing is, that even when Apple is taking a 30% cut, they are selling more. Otherwise, they would just not do it. The discovery process is enhanced if the customers can browse the addons in XF itself.
..... and last. You know about managing a site. If I understand, for Xenique you had to setup a cart, setup the permissions, handle a process for delivering the add-on to the user, handle the payment process. A bunch of things that, to tell you the truth, I don't care about. I want to code and sell my work, but I don't want to handle a full website and storefront for that.
So, while I agree there is some value in having "our own site", I also think XenForo should bite the bullet and provide us with a storefront for distributing the commercial hacks. What about my small ones? The $5 ones or even ones that I would give away for 0.99? I don't want to setup a whole site for those.