I have personally used hundreds of dollars on linux compatible games.
Some years ago, but that is explained by a sharp decline in the quality of games included in their offers (which was about the time they dropped ensuring that their bundles were compatible with the three platforms). A better question would be when I last spend money on (game) software for linux. The answer is 28 hours ago.
I concur that the market is small. But when your sales are small too, it is not smart to throw away access to a market with a higher proportion of dedicated users and consumers. From the perspective of tech, less time may have been "wasted" on infinitroid if the developer used more off the shelve solutions that would help with multiplatform targeting.
In the end we are just basing our arguments on our gut feelings. I doubt very much that Valve would push as hard for gaming on linux as they are doing if they didn't see the potentials of sales for the platform in their data. But time will tell.