Miners can elect to not include certain transactions. I'm not aware of any evidence that this is happening now except with low/no-fee transactions, but the centralization of hash power makes it possible and, I would contend, inevitable, given sufficient time and adoption.

We already see this with the banking institutions that grow like barnacles on the side of the blockchain - they track where their customers spend coins, and blacklist the customer if they go to e.g. DNMs. If bitcoin gained wide enough adoption that people could cut out these middle men, the government would have much more incentive to inject itself into the mining process. There is already ample evidence they are doing various things on-chain to track the spending of large/active users, see e.g. https://reddit.com/r/DarkNetMarkets/comments/4fov8h/i_regula...

Edit: FWIW, Bitpay is one of these institutions. Steam doens't accept bitcoin, they accept fiat paid by Bitpay on behalf of someone with bitcoin.