Intel does make direct to consumer computers from time to time (NUC and compute sticks come to mind), but something like this would be competing with their customers, so that's a big conflict.

There's also nothing in this that really needs Intel to do it, an OEM could easily push a SteamBox. I'm not an OEM, but there's no real hard work here afaik. Make good choices in hardware, test and confirm, put in good antennas so that wireless controllers (that are already in the marketplace) are rock solid. Do some support work, etc.