to the best of my "insider" knowledge (i'm an entertainment journalist)
STEEP is opening in Los Angeles and New York only on December 21st.
My guess is that this is for Academy Award consideration in the Best Documentary category (a film must open in a theater before year's end to be considered for an Oscar).
The film is next opening in Top 25 Markets starting in January (for example it opens here in San Fran on Jan. 18th).
It is also going to DVD. When, I'm not exactly sure, but I have a feeling shortly after it's finished it's Top 25 Market run.
So, if you don't live in NYC, LA or a Top 25 Market City, no fear. It will be available on DVD shortly.