As a trophy or rather to claim ownership (in some form or another) over her because... reasons? His dating pool outside of his direct fans are all crazy e-whores in some way or another. Maybe he thought he was wrangling the least insane one? Mind you, her nudes all over the Internet and it's not some kind of secret of what they do. Steve is a bit of a control-freak so he likes to be in control of any situation he's in (be it debates, video games, or his whore wife) so that's the only way he feels any sense of normalcy. Just my opinion, though.