Xbox is my least used of the Big 3.
That being said.
-I like how you can gift games like you can on Steam.
-After PlayStation dropped CD support, Xbox still kept it. I haven't played CDs on my Xbox One but it's still nice.
-Microsoft Rewards have gotten a lot crappier recently but they're still around after Nintendo got rid of Gold Points and Sony got rid of PlayStation Stars.
-More than just one generation back for backwards compatibility.
-I don't have an Xbox Series, but Quick Resume is an awesome feature.

I am no fan of Steam, but they have a much better track record with digital purchases than the big 3 do.

It is tougher to get banned from Steam and by extension tougher to lose access to your digital games compared to consoles. Steam has no written right to brick your computer or even your Steam Deck. The console corporations can brick your hardware for severe violations. 

Steam is not perfect and still has DRM but is more secure for purchases over time. For instance, the Wii Shop Channel and DSi Shop had an outage from mid-March until July 6, 2022. Over two and a half months and people could not download their purchased games. I see the ability to use those two shops to download games getting discontinued in the 2030s or at least around 2040. Additionally, I don't think Xbox 360, PS3, Vita, 3DS and Wii U will survive into the 2040s to download your games.

I could see Switch, PS4 and Xbox One still supporting downloads in the 2040s given how popular digital games are on them. 

Amount of colours the Master System could display simultaneously compared to the NES. Still NES had more and better games.

I prefer PSVR2 for its ease of use, but envy PCVR for the ability to run far more (AAA) games. Still rather go for convenience than working on compromises to play.

Technically Steam itself has no DRM, although many games on Steam do, and I think Steam DRM is also an optional thing for developers to use, but supposedly it's quite easily cracked, and I don't think it's terribly common. Still, Steam has a good amount of entirely DRM-free games as well. For most people, I'm sure this is just nitpicky, but it's still good to be aware that Steam itself as a service doesn't enforce DRM (nor lack thereof, unlike GOG).

PS4 is the best console of the 8th gen for my money, but I preferred the controllers of Xbox One and Wii U, they were comfortable and in Wii U's case had interesting functionality.

Well, you are preaching to the choir on this one, lol.

But since we are heading towards a dystopian all-digital future, I can only see that helping Steam.  Within the next decade or so I can see Steam gobbling up even more marketshare, Nintendo being the alternative second-place platform and the other 2 becoming niche or forced out of the console market entirely.

I've been a multiplatform console guy for a long time, but here's what I think each company does best:

Nintendo

Their games. Just some of the most absolute fun first-party titles ever.


Xbox

Their controllers. Best layout ever. And I honestly prefer having the option to use rechargeable AA batteries or a detachable battery pack as opposed to an integrated battery.


PlayStation

The trophy system. Xbox may have done it first, but PlayStation did it better. The bronze/silver/gold tier system is better and more transparent than assigning an arbitrary point value, and getting a platinum for 100%-ing the original trophies is great, as opposed to Xbox where you can lose 100% achievement completion if more are added.

Of course, I also have opinions about what I think each one does worst compared to the others, but this thread is about things we prefer so I'll leave it there.

The Xbox was my preferred console of the 6th gen, but I liked the look of the Gamecube more and found it's controller more comfortable.