Sion, which hosted the 121.8-km final stage won by the Spaniard, is located between the headquarters of the International Cycling Union (UCI) in Aigle and Lausanne, home of the Court of Arbitration for Sport (CAS).
Valverde's victory, with an 11-second lead over young Slovenian Simon Spilak and 21 seconds over Russian Denis Menchov, seemed like a message to both authorities.
The CAS last month ruled that the Italian Olympic Committee (CONI) was justified in deciding to prevent Valverde from racing in Italy because of alleged links to a doping investigation.
CONI said blood samples Valverde gave at a doping control in 2008, when the Tour de France entered Italy, matched DNA from code-named bags of blood discovered in the Operation Puerto anti-doping investigation launched in 2006.
The UCI are expected to extend the ban on the Caisse d'Epargne team leader, who won the 2009 Vuelta, to the rest of the world.
Valverde seemed unaffected by the suspension threat and by the cold, wet weather in the picturesque university town of Sion.
The Spaniard attacked with Menchov and Spilak on the last of three climbs on the day's route and finally upstaged escapee Igor Anton, also of Spain, on the finish line.
Spilak was third in the stage, ahead of Menchov.
Australian Michael Rogers, the yellow jersey holder at the start of the day, lost more than 20 seconds in the finale and finally settled for fourth place overall, 35 seconds behind.
"It was a hard day with the cold and rainy conditions but I proved this season I could adapt to bad weather," said Valverde, who was one second behind Rogers at the start of the stage.
Valverde said he would now take a rest and return for next month's Criterium du Dauphine Libere - if the UCI let him.
