Earlier quoted context omitted.
Slap steam on it and take the Steam cut?
That's the tricky part, if these devices aren't locked to a proprietary OS/marketplace, users can shop around and you're basically helping your competitors while taking all the losses.
Edit: not to mention anti-cheat, which is a whole other kettle of fish when you have to integrate into a entirely other kernel with different plumbing. Valve's anti-cheat doesn't rely on kernel modules or a ton of client side software at all, so they have a cross-platform advantage there too.