This is no longer the case[1]. You can play many, previously console exclusive, titles on Windows (Forza and Gears come to mind) - albiet via the Windows app store.
That's what I was referencing to with games that are also available on Steam.
Microsoft isn't even attempting to join windows and Xbox, and is only selling games that developers already make available for windows - except as "Xbox play anywhere".
[1]: https://www.xbox.com/en-US/games/xbox-play-anywhere