Then, they wouldn't be able to stop you selling them on when you've finished them.
Yes they would. They would just rescind service access to that NFT instead of prohibiting the transaction directly. This is particularly trivial for them to do since the whole point of blockchains is that they're perfectly transparent.
There is no case where this works. If the NFT doesn't give you access to a live service, then the information in the NFT itself, which is visible to everyone, can be used to access the thing, and the NFT is functionally worthless. If the NFT is used as a token to give you access to a live service, whoever runs the live service can just rescind access to that NFT whenever you do something they don't want you to do.
If Valve wanted you to be able to resell games, why haven't they already done that? They've been able to set that marketplace up for decades now, and they haven't. Why would they start minting and gating access by NFTs? Why would they change their mind just because there's a new way to implement these kinds of transactions? What is the new incentive to their business? (And if it's: the customers will demand it - then that's the same question: if there wasn't enough demand before for this thing that Valve could already have done, why would there be enough demand now just because there's a different way to do it?)