Is this true for everything? There are open-source games (a great example is Mindustry) that are available for free elsewhere while costing to buy via Steam.
No, it's only true if you're selling steam keys for cheaper on other sites. Devs can generate steam keys for free and have other sites sell them, but they're not allowed to list them for cheaper than what's on steam. Steam makes $0 off these steam keys and it still costs them money (bandwidth and such) so it's a more than fair deal asking to not list them for cheaper.
If you're using a completely different distribution system/client like itch.io or the epic store, you're allowed to list them for cheaper.
It isn’t restricted to Steam keys. It’s anytime you sell the same game for a net cheaper price elsewhere on the internet.
This is the dominant reason that the Epic store isn’t taking off, because Steam is enforcing network effects. Devs can’t switch and so customers won’t switch.
