With how massively successful digital distribution is in the PC game market, you can't say with a straight face that you're surprised the big publishers (with their knife to Microsoft's back) weren't ready to pounce on that success and add even more restrictions. The new Xbox works just like how certain Steam-required games work. You can buy the box and disc, but you still need Steam to play it (only one I could think of off the top of my head that I own is Modern Warfare 2, but I know there's many more if someone wants to chime in).
I think the difference between Steam and what Microsoft is doing now is how each system grew. Steam progressed in a way where each restriction was largely offset by many benefits. By providing things like streamlined patching, easy game organization, an in-game messenger, and an easily accessible storefront, most people were willing to overlook what it took away. It filled a void that hadn't existed for PC gaming, while
simultaneouslycreating a DRM that didn't make the honest customer feel like he was being punished.
Microsoft, by contrast, already provided many of these benefits (since it was obviously an inspiration for Steam). Any of the new benefits the Xbox One provides over the previous console (watching TV on your TV, voice control, apps, etc.) are largely seen was irrelevant to gaming. The restrictions they are imposing now aren't offset in any meaningful way, so people are less willing to accept what looks like they're giving up without getting anything in control, despite being comparable to Steam.
Not to mention, some of the restrictions Steam imposes are not nearly as relevant as they are to console gaming. Buying used games or renting, for example, were things that were on their way out
longbefore Steam came into the picture. They did exist somewhat, but they were never as big a part of PC gaming as they are for consoles. Steam can't be held responsible for those being restricted in the same way as Microsoft (and, almost certainly, many publishers) are attempting to do now.