Alyx very much feels like Valve's current Portal, where they're testing out some ideas they've developed before building out a truly expansive game. It wouldn't surprise me if HL3 eventually came out and was a VR experience built on top of Alyx the same way Portal 2 expanded Portal into a much larger game.

The menu and method for selecting weapons in Alyx is ripe for some really intuitive gestures for multi-level radial menus, I would love to explore that myself if I can get back into gamedev one of these days. Weapon selection in classic Half-Life is organized by category, so two-motion gestures for selections seem like a logical step. You're right about the things that Valve excels at, I'm excited to see what they do with VR. It can always use big players in its corner.