You still get to keep much more than you would on a stock site. Although, I'd be worried about licensing there, as there aren't any licenses as far as I know. Yes, you retain copyright of your work... they're not buying the item outright... but in theory, somebody could use your image multiple times for multiple clients, including for uses that would normally require an extended license.
I guess you could stipulate your own license in the item description though... but how would you prove the buyer had read it? Stock sites usually cover their backs on things like that... i.e. here are the licenses, you agree to them whenever purchasing anything here etc etc.
Seems a bit risky for my liking... unless you set the price really high to account for that kind of thing.