All software that is intended as a permanent architecture should be open source. That is- if you're writing something that isn't just going to be abandoned at a specific point, it should probably be open source, because you have no idea how people in the future will use it. Things like operating systems, drivers, utilities like video players, bittorrent clients, network scanners, etc.
But for something like a game, where it really only has one purpose, the only benefit of making it open source is to allow for mods, and most games can do that without releasing the source of their binaries, because there is some internal scripting language. Either way- at one point or another in the future, the game will shut down- and no one will be playing it anymore, so I don't think it makes a big difference if its open soruce or not.
But regardless- valve owns the code, and its up to them whether they want it to be open source or not. This doesn't change whether its on windows, linux, or mac. You can't ban closed source programs from an OS, it just doesn't work and isn't realistic to expect all companies to be down with releasing all of their code when there are a lot of companies out there who sell primarily CODE.
This situation is analogous to a three ring binder company that expressly forbids manufacturers from putting whole printed books, instead of individual pages, inside their binder. Good luck with that, and why again do you care?