They did not go very deep. They asked some abstract questions, and unfortunately seems they may have had some animosity towards a former employer. They did give me feedback on why they turned me down, but it was essentially an inverse of strengths I've successfully demonstrated (and even gave several examples of) in previous work experience.
I like to be transparent with my resume, so I was upfront with my weaknesses. Surprisingly they did not mention those as the reasons. That was a little concerning. I think they just saw the former employer they did not like, drew some generalizations and jumped to conclusions.
In the end, the interview processes worked. It helped me realize that the culture there is probably too abstract (and maybe short-sighted) for my tastes. Though Valve has made some great games, I am a bit concerned about the future growth of this company. For example, they tried to grow their hardware team once, but it seems the culture was unable to diversify itself enough to support that change. The company even renamed itself from "Valve Software" to "Valve Corporation" but sadly it seems their culture, coupled with the beaten path that their original team members created, have gotten them stuck with what they're only familiar with.
I hope I'm wrong. Valve has done some pretty amazing products in the past and still I'll cheer for them. But if you worked for a company of which they shared some animosity towards, I wouldn't waste your time. They're (unfortunately) unable to look past the surface. If you get rejected, I wouldn't take it seriously. Valve kinda lives in their own world and can have some unusual reasons for turning you down.