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Steam doesn't work on 'any Linux' without jumping through many many hoops for most distros.

While this used to be the case, with Valve's steam machines they seem to have a native client now[0].

This is still the case, they had a native client for a while, but it is 32-bit and only well supported on Ubuntu and very similar distros.

Which have you had problems with.

I work Ubuntu Based, Fedora, and Arch have had no issues on these.

Gentoo to name one.

I had zero issues installing Steam and CS on my Gentoo workstations (two of them). This was 2 years ago.