The big risk for valve: selling games on proton/wine on PC (and probably steamdeck) without providing official technical support over their life time (it is illegal in many countries).

That said, there is something really weird happening on the technical side for elf(glibc)/linux native games: they require from distros more and more kludge for no good reason if their ELF binaries were built "correctly" for broad distro support, like their senior elf(glibc)/linux devs are not teaching their inexperienced devs about minimizing ABI dependency and ABI stability (which is _NOT_ the default configuration of most open source toolchains).