It's a bit of miracle that Valve beat MS to the punch and built momentum behind Steam as the marketplace for games. They know this.
If gamers move to Linux and all the compatibility issues are solved, Valve is not going to pick a different passion project. Conversely, as long as Microsoft has a monopoly on OSes for gaming, Valve will support linux gaming.
I'm not saying that this still will happen, and it's fairly likely that it won't happen, but I just think we should be mindful for it. Twenty years ago, pretty much everyone in the tech world loved Google.