Killer Instinct has started as an exclusive title for Xbox One owners and a little bit later it found its way to the PC audience. Both versions had though one common thing: you had to download it through one of Microsoft’s online shops.
However, that time will be over and you won’t have to go that route again in the next few months. Iron Galaxy has confirmed that Killer Instinct will be available through Steam sometime later in 2017.
The same thing also happened with Quantum Break’s PC version, so it wouldn’t surprise anyone if this trend will continue in the near future.