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Of those steam is the only one that doesn’t force you to buy software through them on their own hardware. Obviously they would like you to, but you are free to buy elsewhere.
Aren’t all Xbox games on windows now? Either through steam, the Microsoft store, or gamepass?
Are you able to buy a game on an xbox without paying a cut to microsoft? Because you can buy a game on steamdeck without giving valve a cut. Though I suspect the vast majority don’t because valve actually work for their cut given the tools they have made to help games run on the hardware even if the game wasn’t built for it.