Comparing Steam to Windows is invalid to begin with. The only valid comparison is comparing Steam to a similar Microsoft offering. The Windows 8 marketplace and the Windows Phone marketplace are not dissimilar, so my point remains valid. Microsoft cannot remove applications from Windows because they do not control the distribution. They
can and
have removed apps from their controlled distribution channels which are comparable with Steam (which is what Valve considers their competition). Valve isn't worried about Windows 8 desktop, they're worried about Windows Marketplace. Your attempted comparison is like saying Netflix has never broken into your house and stolen your DVDs. They can't do that because that's not a distribution channel they control. They
can and
have removed movies from their own distribution channel.
If you want to argue Windows desktop versus Steam, though, Microsoft does control Windows Defender anti-virus which can force-remove applications or prevent them from running. In that sense, Microsoft surely can deny you access to application you've purchased. Your comparison is still uniquely inappropriate, though.