True but those costs should be more than covered by the cut they get from psn/xbox store purchases. Steam manages to provide those services without charging their users for it. Come to think of it i bet the bandwidth needed to download games from the psn store (typically 30-100+gb a piece) is probably more costly than any of the multiplayer services they lock behind a subscription
Steam's matchmaking services are far more limited than Xbox's.
Also, very few Steam games are sold outside of Steam. How many Xbox games are sold by other vendors like Walmart/Target/Bestbuy/Amazon/GameStop?