Probably because, out of all those entities doing the same shit, Valve is the only one who bothers to give even so much as a passing thought towards treating their customers right too. The rest of them just view us as walking wallets who are unfairly keeping their money away from them.
Valve absolutely fucks up too, but when you're surrounded by psychos, it's easy to see the guy who's merely kind of a dick as the good guy.