Microsoft is going the opposite of what you're suggesting. Their games are coming to Steam, Playstation and Switch. Also, their game division isn't exactly thriving right now. They have a ton of studios, but they are not selling hardware very well right now.
The more that time goes on, and the more entrenched steamOS/Proton becomes, they will not have any sort of easy time trying to lock-in to Windows. Even now in the earliest days of steamOS, there is blow-back when a game does not support the Steam Deck (which means Proton).
The more that time goes on, and the more entrenched steamOS/Proton becomes, they will not have any sort of easy time trying to lock-in to Windows. Even now in the earliest days of steamOS, there is blow-back when a game does not support the Steam Deck (which means Proton).