Microsoft doesn't make any money from Windows gaming. And it isn't like having the SteamOS will mystically make all the game devs port their games to Linux anyway. The solution?
Stream them from your Windows computer.
No, really, that's their solution.
They've already started. Unity, Cryengine, Leadwerks, Unigen, just about all the middleware engines from the biggest to the smallest have an option to port to Linux/OSX these days. UDK has OSX, and is soon to have Linux.
All the indie games and A developers? 19 out of 20 are coming out for Linux and OSX. AAA games? Valve has been busy building a support base there, and it's already starting to show a bit of growth. Chances are good that we'll come to a point where SteamOS and Linux parity with the consoles and Windows for the latest games.
The only advantage Windows has is it's massive back catalog of games. Games that are too old to get any port work done, but are still bought and played fairly regularly. That's where streaming comes in. Not as the only way to play the latest and greatest, but to keep a toe in with those older games.
And another thing, this one the most damning. Think about the APIs. Linux and OSX share a goodly portion of the same libraries, which makes porting between them far easier between them than it does from Windows. OpenGL is the biggest example here, and is used by Windows, OSX, Linux, the PS3/4, the Wii/WiiU, Android, iOS, and everything else. DirectX? It's used exclusively only by the Xbox line and the SurfaceRT. It's becoming the odd API out. Pretty soon, it'll be easier for developers to port to literally everything else and hit a bigger audience than it would be for them to work with Windows first, and everything else second like it's been in the past.
We're in the midst of a seachange, and Valve is in an excellent position to take advantage of it.