But installing software on Windows is not a problem. You can put your game in the Windows app store. There are multiple (gaming) "app store" things on Windows.

But installing software on Windows is not a problem. You can put your game in the Windows app store. There are multiple (gaming) "app store" things on Windows. Steam has a 30% cut because it's so big that the smaller stores don't move the needle much. So there's no real market force pushing prices down, because the other offerings are just not substitutes. (Eg. there's GOG Galaxy, the other ones are too tied to certain publishers.)