Installing packages for another distro is not hard for me. And I don't care to install Ubuntu.
The problem seems to be Steam's insistance on glibc_2.15. My Mageia2 system only provides glibc_2.14; I need to wait for Mageia 3 for a distro-supported glibc_2.15.
What miracle has 2.15 wrought that makes it essential for Steam? I suspect that it does nothing special and since steam is not FOSS, I can't recompile it to find out. But that would be OK if Steam would give me a way around this.
Perhaps you should try a more modern distro, like Slackware.
But seriously, why should Valve build against a glibc that was released a year and a half ago?