Why would this be?

Paradox Interactive have very recently become public company under initial public offering (IPO). This means that they are not yet publically traded, but are looking for capital to expand. Removing any slightly inaccurate sales data, which Steam Spy is known to provide, could be a move to ensure that this data is not seen by possible investors.

Incorrect data could cause Paradox to either become under, or overvalued, which intern could be catastrophic to revenue. The shares could either be worth nothing with no apparent possibility of growth. Or shares could be worth too much, but again due to the lack of previous data, growth may not look possible. In both cases this would mean that shares would not be purchased, which is only bad for business.

After Paradox go fully publicly listed, they may request for their game sales to go back onto Steam Spy.

On a more cynical look

Paradox have had pressure put on them by investors to remove sales data, so that they are able to better control a sales narrative – promoting sales data which would be slightly skewed due to how that information was captured.

Snapshot of the Steam Spy front page.

While Steam Spy is using a publicly accessible API to gather the sales data, the compliance with the request is a good will gesture to show that Steam Spy is not a threat to developers. The reasons behind why Paradox Interactive has requested to remove the sales data from Steam Spy is unclear as of yet, but should a public statement be made GameSkinny will update you as soon as we know.