Long time XFCE user here. Steam will absolutely steal focus. I usually start Steam and then move over to something else like the terminal or web browser and multiple times during Steam's startup it will steal focus. I just want it to start up in the background. Aside from that, I agree focus stealing isn't a huge deal in XFCE. (XFCE 4.18, Debian trixie/testing)
Now you mention it, my kid has sometimes had problems with Steam where it has started a game and we can't easily leave the game. I presumed though that was a deliberate design so that your game has focus as that's the thing that's most interactive. Usually a pkill -f <game> is needed.
I've not noticed focus stealing outside of Steam. What is steam made from, it seems very browserish.
This topic is causing some self-reflection and wonder if I am the peculiar one who does different things and just not bumping into it, I mainly work from xterm, screen, mutt, vim and a lot of time in firefox. Perhaps this combination just doesn't start things that request focus, but when in MS Windows I noticed it a lot.
You're right about steam, but now I'm on a path of wondering...
This topic confirms that focus stealing is a thing in XFCE, I have some research to do!