It's likely that the games being removed from Steam is due to a licensing issue, considering that the games (which utilize properties owned by 20th Century Fox) were available right up until 2015 started. However, it's interesting to note that Aliens: Colonial Marines is still available as a digital purchase on both PSN and the Xbox Marketplace, while AvP is available not on the former, but the latter. Alien: Isolation is still available on all fronts, and the original version of Aliens Vs. Predator from 2000 is also still up for grabs on Steam.
We've reached out to publisher Sega for more information, and will update if we hear back. In the meantime, stay frosty.