The EU didn't force apple to open up iOS, and this is with a near monopoly in the tablet space. Microsoft doesn't have to close down windows, they just need to make windows rt the default option for consumers wanting to get a machine that runs office and some games.
EU antitrust laws aren't against monopolys per se, but against using the power of a monopoly to gain an advantage in a new market. So, Microsoft wasn't fined for having a 95% of the PC market, but for trying to leverage that share to force its competition in the internet field out of the market. Apple tablets were born with the app store and conquered (created?) the tablet market, so, no problem.It'd have been different if they allowed people to install apps from anywhere and afterwards restricted them to the app store.
So, I think microsoft would be in big trouble in the EU if they tried to shut Steam out of the market by disabling third party software on windows.
I think the EU might have something to say about that.