Another thing is the infrastructure that Steam provides to get the games to the users and support them costs money. If Capcom wants to build the infrastructure themselves it will cost them more. they will have to charge $100 (exaggeration) and they will only be serving Capcom games.
Exactly. Steam provides a service to these companies (a pipeline to customers) and they don’t want to pay.
They are free to make their own, like epic, ubisoft, origin, etc. have, and I am free to continue to use Steam, which I prefer because it provides a service and it works and I feel is a superior product.