Why should that not be more of an expectation? Sony has started putting out formerly PlayStation-exclusive first-party games on PC. Even Bloodborne may show up on Steam soon if rumors are to be believed.
It would be a good thing if Half-Life Alyx came out on other PC game stores, in exactly the same way that it would be a good thing if a game like Control came out on other PC game stores. Our expectations are socially constructed and we should question them more.