AFAIK that’s only if the games purchased on that platform have Steam keys. Otherwise you are free to have sales or cheaper prices on other platforms.
Earlier you could sell cheaper on other platforms and still have Steam keys, for instance Humble Indie Bundle had that.
If you go to GOG, you can see they often have games that are also available on Steam, but at lower prices.

https://www.gog.com/en/game/tomb_raider_underworld

Sold here (Denmark) for DKK 8,70 = $1.30 USD.

https://store.steampowered.com/app/8140/Tomb_Raider_Underworld/

Sold here for €8.99 = $9.80 USD

This example is 7.8 times more expensive on Steam at this moment.