Because the capitalism isn’t flavored to your taste this week? I take it you would rather throw money at the corporations when they brand their products with hammer and sickle
Valve will be just as Capitalist when it ends. If you aren't okay with Capitalism for video games, or see it as a necessary evil while we live under Capitalism, you need to consume FOSS games and buy straight from indie devs, essentially.
Piracy also works quite well. But my stance isn't capitalism bad (it is bad though) but rather that I don't want to support marketing that is politicised.