The biggest advantage Steam has over other platforms:

1. They're not publicly-traded, meaning they are inclined to look out for long-term success vs. short term profits.
2. Steam is already on their systems, and may have been for 20+ years. Nobody wants a dozen fucking game launchers and Steam already has virtually every game in existence available there. Not to mention the "community" features, friends lists, etc. Every other platform is simply too late.
3. They have 20+ years' experience learning what gamers want and implementing it.

Amazon could probably compete with them if they really wanted to, but that would involve a large, long-term, consumer-centric investment, which probably isn't a good use of their money.