I use Linux because I got frustrated with Windows and decided that in my opinion, something as fundamental as an operating system should never be closed source.
I don’t mind some software, (e.g., a game store), being closed source.
I support Valve in particular because A) they have the games I want and B) because they’ve done more than any other company to improve the drivers on Linux (which is the operating system I bailed to following my distaste for Windows).
It’s worth noting, I do use Windows to play some games, but I actually use two computers to do it. I use Moonlight and Sunshine. My Linux computer continues to be “my computer” and the Windows machine is effectively a LAN console/gaming computer that I interact with via my computer.
Basically you don’t have to be an absolutionist to support free software … and free software desktops are worth using not just because they’re free, but because they’re genuinely better at getting the job done.