Valve is a master class in how to run a company.
I wouldn't go that far, they have had their fair share of criticisms of their unique corporate structure. The "no one reports to anyone else" model has seen many complaints of cliques, redundant work, wasted efforts, abandoned projects, and popularity contests to ensure you receive a good review at the end of the year.
They're successful, yeah, but so are a lot of toxic work environments. Hopefully they've improved.
Hah, did you ask each of them if they think they need a manager? Were they intentionally trying to convince you they had no use at the company?