Linus tried to make the point that on windows you don't have to pay close attention when doing something minor like installing Steam. Because why should something like that ever even have the potential to remove your desktop environment? (*On a system meant for the common consumer that is not an expert in the domain*)

Yes he didn't pay attention to the warning, but in fairness Linux gives a lot of warnings. Sudo gives a warning when you first use it, and that's clearly used all the time. To you and I who know what "gnome-de" is (or whatever the package name is) the warning is clear. But to someone new to the space, DE is not a commonly used acronym.