Ecountered my first scam on Steam a few days ago. Are they doing anything?

Mostly because of the nature of the scams, they can't prove the person was scammed.

EDIT : Steam also warns against trading keys and items that are not in the steam trade window so if you get scammed doing that, it's your own fault.

Well they have the logs so it should be easy to see if they match the trade that was done.

If you have been scammed by a promise of a steam key then no,if you never got your gift then no. If you got your gift but it disappears then yes. But ofc you can try and wait a lot of time after getting lots and LOTS of bot's answers.

I'm not expecting to get stuff back i'm curious if the scammers actually has anything to fear. From the looks of it there is really nothing they do if someone is scamming.