If the games are using the music in violation of copyright and valve acquired it and is selling it, the distribution rights part of copyright law allows the copyright owner to sue anyone in the supply chain. If the music was originally licensed properly, then PRS is just looking for a settlement.

Once you purchase a legally distributed work, you are protected by the first sale doctrine, which allows you to do pretty much whatever you want with your single copy.

fungible

adjective fun·gi·ble ˈfən-jə-bəl

1: being something (such as money or a commodity) of such a nature that one part or quantity may be replaced by another equal part or quantity in paying a debt or settling an account