It's not like Playstation or Xbox built their empires at no cost either - they invested heavily in exclusive IP to bring users to their platforms, and nobody is willing to make that investment for Linux. Not even Valve apparently.

IMO making a great Linux-exclusive game by Valve would be equal to starting a war with Microsoft and other publishers. As they want to use SteamOS as a bargaining chip when dealing with MS/EA/etc., it might not yield optimal results to anyone and could even kill any high-end Linux-oriented game development.