Even though they are now allowing zero confirmation transactions to come through, that doesn't mean that it will lead to instant purchases. BitPay places every incoming transaction in a certain category ranging from a potential double spend risk, to no double spend risk at all. It all depends on the fee that is included. If the fee is well below average, then they won't let the payment come through untill it has at least 1 confirmation, I am 100% sure of that.
Yes, i have exactly the same opinion here, otherwise in case of a double spend or any other cause that lead to reject the transaction then i think steam will interfere in some point to oblige the user to resend the payment..