I have Cuphead on Steam. I don't like it being called an Xbox exclusive. That grosses me out and makes me sick to my stomach. I also have Ori on Steam. And Castle Crashers on PS3. And Turok was on N64.
You have a very strange way at looking at things. MS full published Cuphead hence they have the rights to the game and Ori is a MS IP. I recommend you not playing games that MS have a hand in, like Ori Will of the Wisps or Halo MCC etc. Because its under the Xbox banner regardless if it releases on Steam. You basically sound like this, You want to eat a Mcdonald's Cheese burger but don't want to buy it from Mcdonalds.
I do agree with Castle Crashers and Turok since MS had no part in those games.