Your understanding of the market is laughable. If you enjoy the products that a company makes, then it absolutely is in your interests for the company to do well.
Let's see if I can put this simply... Let's say a company makes product A, for which you are the only potential customer. Let's say that the product is worth $100 of entertainment to you (I would have to say Civ IV has been worth WELL over that for me), and the company needs to make $30 profit on the product in order to produce a second product B, which would also be worth $100 of entertainment to you. If their cost is $20, they need to sell it for $50.
If you, knowing that you are their only customer, hold out and say that you will only pay $20 for it, then one of three things will happen: a) The company will sell it to you for $20, you will gain $80 of utility, and they will not make product B. b) The company will not sell it to you, you refuse to pay more than $20 (despite the fact that it is worth $100 to you), you gain no utility, and the company still does not make product B. c) The company does not lower the price, you fork over the $50, the company makes product B, and you buy it for $50 as well, and you gain a net utility of $100.
Granted, the actual situation with Firaxis, Civ, and Steam is much more complicated... Marginal cost for each copy sold is almost negligible, thus every copy sold after recouping inital costs (which are high) is pure profit. That's one of the reasons games go on sale for so cheap on Steam - if the initial costs have already been recouped or written off, every additional copy they can sell at any cost is a good deal to them. But regardless of the complexity, it's still silly to say that the well-being of a company that makes a product you enjoy is completely meaningless to you.