If that's what you actually wanted then Valve could just sell them at auction and at least have the money going to the company actually making the thing instead of a useless middleman.
Moreover, that's what happens anyway. If you get one of the slots and you value the difference between what you paid and the "real" (resale) price more than you value having the console, you can still sell it. But then more of the money goes to ordinary customers rather than rewarding people who snipe with bots etc.
I would also point out that you can build a PC to run SteamOS with approximately the same specs for approximately the same price, so it's not clear who is going to be paying a significant premium over the sticker price instead of doing that if they don't get a slot.
That is precisely what Valve should do. It is unfortunate that we need scalpers, simply because companies are bizarrely unwilling to adjust their pricing based on market conditions.