Choice of Games has brought their Heroes Rise series to Steam, making it the first all-text game distributed that way. (Steam also carries a few other things I would consider interactive fiction, such as Depression Quest, and IF’s relative Sunless Sea. But those games are somewhat more visual.)
CoG would like to bring more text games to Steam in the future, but the possibility of that will depend on sales, so they can use some support from Steam-using IF fans.
Emily Short's Interactive Storytelling 
Depression Quest isn’t on Steam. It passed Steam Greenlight (after coming under horrible attack from abusive trolls), but the developer never actually released it on Steam.
Ah! Okay. Thanks for the correction. I’d heard the “passed Greenlight despite trolls” piece of the story and drawn the wrong conclusion.
Ah man, thanks for sharing this. Really cool. I don’t know anything about this game, and don’t have time to play it right now, but I bought it anyway; I think you’re completely right that the players have to support these games if we want to see this grow.
So, I’ve bought it, and will (some day!) enjoy playing it.
There are a number of visual novels on Steam, which are certainly interactive fiction of a kind, but not pure-text. http://store.steampowered.com/tag/en/Visual%20Novel/
The Yawhg is counted in this category.
If by “interactive fiction” you mean only games that are text-based, then that’s one thing. But many would consider “The Walking Dead” and “The Wolf Among Us” as some form of “interaction fiction.” They’re not text adventures but they are fiction you interact with. But then again, I suppose I could say that about “I Have No Mouth And I Must Scream” (also on Steam) or the Tex Murphy games. I don’t see how anyone could not consider those a form of “fiction that is interactive” unless they are limiting their definition to games that provide only text or that have text based choices. I’m actually excited to see so many adventure games on Steam these days.
The exact comment I saw was: ‘the first all-text game distributed that way’ which I think is accurate.
Usually, I see IF defined as “Interactive fiction, often abbreviated IF, is software simulating environments in which players use text commands to control characters and influence the environment. Works in this form can be understood as literary narratives and as video games.”
It isn’t that you are interacting with fiction, but that you are using text to interact with fiction. Walking Dead, I Have No Mouth, etc, are usually considered (I think) “Adventure Games”, because they require buttons and directional movement to control the character more often than text input.
The main issue with lumping The Walking Dead etc. into “interactive fiction” is then we have to backtrack and come up with a term to describe the unique text-interaction category, and “textual-interaction interactive fiction” sounds like one big bundle of confusion.