Not explicitly, but 2011/83/EC does state that it applies to everything but “financial services, gambling, healthcare by regulated professionals, package travel, property transactions, social services, timeshare and most aspects of passenger transport” and reservers. And steam’s refund policy is most likely a reaction to this. See eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX…, which mentions the 14 days basically everywhere as a default withdrawal period.