SBR1 FLT CREW LWOC AT EGE DURING VISUAL APCH WITH WX APCHING ARPT.

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IFR FLT PLAN STP TO EGE. AUTOPLT QUIT 1 HR INTO FLT. ACFT HAS NO RESTRS TO OPS AND CAN BE HAND FLOWN AT ALT WITH NO PROB. CONVECTIVE WX IN AREA OF DEST; WHICH IS A MOUNTAINOUS AREA. WORKLOAD WAS HIGH; BUT WE BRIEFED AT ALT FOR WHAT WE KNEW WAS A CHALLENGING APCH. WX WAS ON BOTH SIDES OF THE DEST; BUT ARPT WAS IN GOOD VMC. WE ACCEPTED RADAR VECTORS OFF THE APCH (GPS) BY ZDV TO ATTEMPT TO APCH IN VMC WHILE CONTINUOUSLY MONITORING OUR POS VERSUS MSA AND MONITORING EGPWS. WE ACQUIRED THE ARPT VISUALLY AND ACCEPTED THE VISUAL APCH. (BOTH OF US CONCURRED; OTHERWISE WE WOULD NOT HAVE DONE IT.) THE ACFT WAS HIGH AND REQUIRED FULL LNDG CONFIGN AND 2000+ FPM DSCNT TO GET TO A VISUAL DSCNT POINT ABOUT 7 MI OUT TO FINISH A NORMAL LNDG. AT 6 1/2 MI OUT; CALLED TWR. THEY SAID TO 'CALL AT 5 MI.' WE BOTH FORGOT BECAUSE WX ON THE OTHER SIDE OF THE ARPT WAS NOW MOVING IN WITH SIGNIFICANT LIGHTNING AND RAIN. LANDED. ON ROLLOUT; TWR ASKED IF THAT WAS US ROLLING OUT ON RWY 25. WE SAID YES; AND LOOKED AT EACH OTHER. TWR SAID 'YOU'RE THE 7TH ONE TO DO THIS TODAY!' OF COURSE; IT WAS OUR FAULT. WE DID NOT CONFIRM CLRNC TO LAND. WE WONDER WHY ATC DOES IT THIS WAY. WITH THIS PROX (6 1/2 MI); WHY NOT ISSUE A LNDG CLRNC? AFTER LNDG; THE WX MOVED IN AND WE WATCHED IT FROM THE FBO LOUNGE. BIGGEST REASONS FOR THIS MISTAKE WAS ACFT MALFUNCTION; OFF TERMINAL RTE FOR WX AVOIDANCE IN MOUNTAINOUS TERRAIN; HIGH AND FAST APCH; HIGH WORKLOAD; FAST DEVELOPING WX AND WHAT I THINK IS A SOMEWHAT NONSTANDARD ATC PROC. I DON'T BELIEVE ANY OTHER ACFT WERE TAKING OFF OR LNDG.