Off the top of my head, Peter Gabriel, The Beatles, OK Go, and Jonathan Coulton have all released lossless digital files before (and still do). Peter Gabriel and OK Go use Apple Lossless, JoCo uses FLAC, and The Beatles use FLAC (although not via download -- their USB Box Set was a flash drive and had 24/44.1 FLACs).

(Oh, and Reznor's released other lossless albums too -- The Slip [24/96] and the NINJA 2009 Tour Sampler.)