Not as far as I'm aware, or Vista(1) users and indeed, Windows 7 stalwarts will have an awakening moment in the next year or so.
Their EULA kinda covers them fully into not offering refunds in such circumstances as well.
Which does raise the issue, if the OS the game was written for initially loses support and you don't see Microsoft offering refunds, why should games when you have had years of fun.
Sure it's a sour pill and back in board game days - nobody expected to purchase Monopoly and suddenly due changes later like an emissions zone introduction, find that they was unable to play that game anymore as their playing pieces all exceeded the emissions limits! Mad analogy I know, but does help curry perspective upon this.
However, it gets down to - did the game being sold mention any of this or forewarned, or indeed - have an expiry date! Nope. Heck, does an OS like XP come with an expiry date or any form of notice that it would ceased to work as sold? I'd guess not.
So much in the land of software and consumer rights or at the very least some level of guarantee is needed or at the very least, existing protection is updated or inforced to shake up this limbo state of consumer miss selling. Which it is when you get to the crux of it.
Still, another way to view it mad-analogy wise is that software is like fuel and if your car stops being unable to get spare parts or is unable to drive down roads it used to be able to due to some new regulation that came in. Well the fuel still works in newer cars that conform and is it the fuel companies fault if you unable to use that fuel in your car any more?
So many ways to look at this, but it certainly makes linux gaming more appealing for longevity and equally makes open source games more appealing as it the edge case, you have the power to fix the issue yourself if you encounter one.
Thinking about it, the only OS that comes to mind that is sold with a definitive support end date from date of purchase would be ChromeOS upon chromebooks.
Note that Steam only dropped XP support 4 years after Microsoft did.
Software, even sprinkled with art, is not a usable fuel or a perishable good.
As I said elsewhere, I have no issues with software companies deciding to drop support, but they should also then forfeit their copyright (earlier than normal) and release the source code.
For a store/launcher like Steam, they should remove the DRM. In fact, if I'm not mistaken, Gabe specifically promised to do that when Steam was first introduced, to assuade the fears over DRM !
EDIT : I stopped reading what passes for "communication" on that link on the first page. Note also that I'm raising a somewhat different issue : Steam dropping support for an OS, which OS is the only one that some of the Steam-sold games are working on. (This is certainly going to concern many more games for Win7 than it did for Vista, XP, 2k(?)...)
