Not Final Fantasy games. Type-0 HD sold only 120k according to SteamSpy and more than 250k on Xbox One retail only. FFX/X-2 remaster released this year sold less than 300k on Steam. XIII less than 1m. Also, don't forget that Steam has regional prices. In some countries Steam games doesn't cost 60$. 30$ or even less. So, they get less money from Steam with the same sales as on XBO. And that is what matters most. The revenue. Not sales numbers.
Steam is 100% digital, it gives more money than the console release(per unit).
FFX din't have a Xbox One release, FFXIII was a 5-6 years old game when it launched, and a lot of people say that its a bad game.
FF 7-8 sold 600-1.2 millions on Steam.