Note the wording of that headline: it's not PS4 and Switch plus Windows and/or XBox. It's PS4, Switch, and Steam.
Steam has an installed user base of 125 million machines, more than double the PS4, which more than doubles again the XBox One's numbers. Switch is the new hotness, and growing rapidly in spite of its currently small total audience size, but XBox One doesn't seem to be (the fact that Microsoft don't talk about their consoles sales numbers is telling, here). That just leaves Windows 10, which is directly competing with Steam via UWP and the Windows Store... and, apparently, losing.
E3 is coming up quickly enough, and Phil Spencer's team are clearly hoping that their Scorpio reveal event will start turning Microsoft's gaming platform fortunes around, but for now, the takeaway seems clear: nobody cares about XBox, or Windows 10, as gaming platforms. Steam gaming may mostly happen on PCs that run Windows, but Steam is the piece of that PC gamers care about; Windows is just the means to that end of playing games on Steam, and companies like Square Enix are taking notice.