The benefit of Steam is backwards compatibility. The moment you force native porting you lose your greatest benefit. Since you anyway have to build backwards compatibility with Windows you gain nothing by incentivizing native Linux and the developers gain nothing from being incentivized to build native because their games will work through Proton.
There's no reason for Valve to incentivize native builds. It's the devs that need to have an incentive to develop natively for Linux. And with the market share being what it is there's no incentive for the devs either.