They play both, which is much better for adoption anyway? And it's contributed substantial improvements back to wine and other projects.
It is hardly any different that saying gaming on Linux is great because MAME exists.
Game studios will keep buying Windows, using Visual Studio, and let Valve do the needful.
Additionally people keep acting as if Valve and Gabe will be around forever, they won't, none of us will.
Also lets not forget those distros play Windows games, because hardly any studio bothers with native Linux games.