I doubt you or most people would consider Breath of the Wild not to be Nintendo exclusive despite it being on TWO different Nintendo platforms and playable on other platforms thanks to third parties. Microsoft plays the exclusive game too no matter how much people like to pretend that they don't control Windows and benefit from keeping it the dominate PC gaming OS.
I can't run Halo Infinite or Forza Horizon 5 on PS5 either regardless if I wanted to.
You got my hopes up:/ I just looked and I don't see a single COD game showing proton/steamdeck support on steam. Maybe there's workarounds for some of the old ones, but I don't think any recent ones with working anti cheat have anything but Windows support.
Sony still has an incentive to sell hardware and keep games exclusive though. Unlike Microsoft, they don't control Windows and don't have an incentive to keep Windows the gaming OS of choice. Microsoft is also trying to push their own Xbox Game Pass and get users gradually away from Steam.
The only recent significant studio acquisitions I can think of already had a long history of making PS exclusives (e.g., Insomniac).
But they never cared about windows and Xbox players when the game stakes were low enough for them to play the exclusive game.
Developing new versions and new games will take as much money and probably more than the initial versions.