Valve get nothing when you purchase a steam key from another sales platform. They allow the free use of their drm and content delivery platform to acquire new customers, and keep existing customers locked in.
Personally DRM free takes precident. I haven't bought a AAA game through steam since Portal 2. I buy games through GOG to get a DRM version - for example I bought Firewatch from GOG and played it in Linux. DRM free Humble Bundles next. Humble store steam keys as a last resort.
Phil Fish who created the indie game Fez (which I also purchased) stated Steam & GOG take a 30% cut whereas Humble only took 5%. http://www.pcgamer.com/steam-and-gog-take-30-revenue-cut-sug...
Personally DRM free takes precident. I haven't bought a AAA game through steam since Portal 2. I buy games through GOG to get a DRM version - for example I bought Firewatch from GOG and played it in Linux. DRM free Humble Bundles next. Humble store steam keys as a last resort.