You said that "they don't get anything when someone puts a game out on windows"
I said they did. So... Where is this strawman argument?
I've quoted your post for your reference.
Like it or not Steam has dug the PC gaming ecosystem out from under Microsoft's feet. Compare Windows to any other modern OS: iOS gives Apple ~30% of all software transactions, so does Android with Google (on Google Play Services devices) and Windows gives... Valve 30%....
You can bet Microsoft is seething over this. Yes the presence of Steam and Windows being the de facto PC gaming OS does increase market share from users that would normally use a different general purpose OS, but what does that make them? One Windows license, which is worth less and less as people get their Operating Systems for cheap or free. And to make it worse (for MS), Valve is actively trying to switch the de facto PC gaming platform to a custom version of Linux so that they can own the whole stack. Microsoft HAS to see this happening, and if they don't act decisively they could see one of the last bastions of 'core' Windows users defect to an OS that better serves their needs. Maybe not soon, given the inherent advantage they get from Linux not running most AAA games, but at some point in the future Valve is gonna lay their cards down and if MS doesn't have an answer they'll be in for a harsh reality check.
The good thing (for them) is that they have an opportunity to own the stack, and do some really cool things with it. They already have a userbase with Win10 boxes under the TV (XB1) whereas Valve is struggling to even enter the large screen market. Microsoft needs to lean, hard, into their advantages, and shore up their deficiencies.
Cross buy/play/save, streaming (both ways, from TV box to PC, AND from beefy PC to TV), WAN streaming, API support for mods and user created content, API support for standardized PC gaming settings, API support for fine grained storage details, API support for standardized input systems on all Win10 platforms (Mouse+KB, Game Pad, Fight Sticks, Touch, Voice, HOTAS', etc), party systems between devices, marketplace for digital licenses, cross-device gaming identity and achievement platform, cross-device leaderboards. All these things should come to Win10, and sooner rather than later.