Stram games that you buy are not restricted to a single machine.
I often buy games from a phone client and later (not) play them on one of my two PCs. Seeing any compatibility warnings when I buy would be quite weird.
The Google Play store already does this for Android phones. It remembers all the devices you have used, and warns you, but lets you purchase anyway if you really want to. It's a solved problem.
Valve would obviously keep every hardware you've ever logged into the steam client on. So if you've played a steam game on the Sunahe account on a windows box, aha, Sunahe has windows! No warning.
But a red box for graphics intensive games that says "We've never seen you on a device that can play this" is, again, a low bar. Or a windows only game for an account that is mac only.
Not very useful. If you have at least once played on an old computer that you don't use anymore but which had windows installed this would break.
And before you say that steam could detect that i don't use that computer anymore, they would have to ask for confirmation and that would be unexpected and annoying in my opinion.
Generally the necessary UX would be too complex to be useful.