I wouldn't be surprised if Valve have at least thought about going down this route.
They seem to be really enthusiastic (perhaps terrifyingly) about Brain Computer Interfaces, being able to project directly onto the Eye in a VR headset might be a good stepping stone for them.
In an interview, Jeri Ellsworth stated that when she was at Valve around 2012, they were exploring all types of near-eye displays for use in their eventual VR headset, and one of the displays they tested was a laser retinal projection display. It was specifically mentioned because she pointed out the safety concern they had with projecting a laser into the eye.
Last GDC there was a cool BCI talk from Valve[0], if I had money I would bet that the next VR headset from valve would contain some brain activity sensors.
And in this interview with IGN, Gabe Newel talks a bit about where they stand with BCI [1]. Gabe: "reading and writing to someones motor-cortex is much more of a tractable problem than making someone feel cold" The idea that different parts of the brain have different levels of interface-usability was really mind-blowing to me. I guess it's easy to fall into the trap of seeing the brain as one thing, while it's doing a lot of different things which you can interact with in different ways.
> Gabe: "reading and writing to someones motor-cortex is much more of a tractable problem than making someone feel cold"
This is probably very true, but that doesn't mean that accessing the motor cortex is easy. In prosthetics, the two workable approaches currently are an implanted BCI, or using bits of muscle as 'amplifiers' to turn the motor nerve signals into something that can be read via an external electrode. We're a LONG way from being able to parse an EEG into physical sensations in any practical sense.
They seem to be really enthusiastic (perhaps terrifyingly) about Brain Computer Interfaces, being able to project directly onto the Eye in a VR headset might be a good stepping stone for them.