And they were pretty upfront about that when they started their Linux work.
That said I'd bet they're pretty happy with that decision, I don't know that Linux has made them any money yet but Microsoft has definitely continued to shenanig
It's making them money even if it doesn't up in a balance sheet. A push from MS that would threaten Steam's business model would only trigger a stronger push towards the Linux side of things and MS knowing that would tread carefully, which affects the Windows side of the business for Valve.
That said I'd bet they're pretty happy with that decision, I don't know that Linux has made them any money yet but Microsoft has definitely continued to shenanig