It is not uncommon in the EA-sphere to publish your research on your own website, GitHub, LessWrong or the EAForum. However, I think that more people should consider publishing their research as is usual in academia.
If you are publishing on select webpages only:
1 - You are actively excluding most researchers from ever noticing your work
Your research is in all likelihood built upon decades, or perhaps centuries of academic research. Researchers actively browse the academic literature in the areas that they are interested in. If you do not publish your research in a fashion that is noticed by academic databases such as Google Scholar, you will lose a lot of readers. Furthermore, these researchers might have used your research as a building block for their research. In other words, you are actively slowing down future academic research.
Even worse, your research might be forgotten. 
2 - You will not become part of the public debate on a topic
Most policy-makers, civil servants and the general public seem to value academic credentials and academic research. I find it likely that you are not going to be invited to speak on a topic, if you have not published your research in an outlet that signals credibility to policy-makers. If you want to make a difference with your research by bringing it into policy, you would be better off not (just) publishing it on your blog.
3 - You are declining free expert feedback
A journal submission may result in low-cost feedback by other researchers.  This strikes me as a useful thing to have, particularly as articles such as the post on interest rates and AGI seem to be influential, but would have been rejected by many economists. 
Most people that do not publish their research in a way so that it emerges in academic databases name two main objections.
1- Publishing in academic journals takes a lot of time and money and we do not have the time for this bull****
This would have been a fair objection in 2005, but I do not think that it is any longer. Many researchers read and use research published as a pre-print on webservers such as arXiv, as long as it is good research. 
It does not take a lot of time to do this and your article is guaranteed to be found by scholarly search machines. You do not need to go through the tiresome process of submitting to academic journals in order for your research to be read by most researchers in your field.
2 - My research is intended for a very select viewership only
This objection is a good one. However, I think that it applies only to a very small set of research. Namely, research institutes and think tanks who target policy-makers directly and already know that they will be taken seriously. However, if their research may be interesting for others too, they should probably consider publishing it openly as well.
An explanation for the trend to publish outside of academia
I think that the benefits of publishing in an academic fashion usually far outweigh the costs. So why do people publish their research on non-academic websites?
My very speculative account of why this happens is best explained through an example research paper that I recently came across (on a personal website). The author wrote:
I am choosing to publish [this here] because journals tend to be extractive and time consuming, and because I am in a position to not care about them.
I think the author has done great research and I do not want to criticise that particular decision. But I think that this sentence may reveal some hidden motives.
Of course, academic journals are all about prestige and people with an "EA-mindset" may be inclined to reject this notion. However, I think that the sentence "because I am in a position to not care about them" carries an important message. If the author is in a position to reject prestige-via-journal-publication, this is itself a way of signalling status among the rationalist and EA-community. Maybe it is simply seen as cool to publish your research straight to LessWrong and not to Probability&Statistics Letters.
Did you kow that Europeans have rediscovered Vitamin C at least seven times in around 500 years only to forget about this piece of research quickly after discovery? This information was incredibly important since treating scurvy was very cost-effective back then.
Of course, peer review is often shitty and slow. But often it is also helpful. Hey, it is free!
Interest rates are not only affected by the way people discount the future. Interest rates in most industrialised countries are largely controlled by the central bank and therefore contain little foresight regarding AGI Timelines.
See as an example this work of Aubrey de Grey, which is a simple post to arXiv. The article is minimalistic, and surely did not take a lot of time to typeset. This research has sparked immense work in mathematics despite the fact that it has never been published in an academic journal, the author is not a formally trained mathematician and not affiliated with an organization related to maths.