I believe they want to keep COD multiplat as well, but they can't agree to do it in perpetuity. Consoles are closed platforms requiring the game publishers to give up to 30% of their game revenue to platform holders. Why would Microsoft or any publisher agree to that in perpetuity?
You as company can sell your own games in your own website or store, with your own rules.
But only a tiny portion of the player userbase would buy it there, because only your super fans would buy it there. Only huge companies with a huge fanbase can afford that and turn it into a profitable business.
Most players buy only a few platforms/stores (Nintendo, PSN, Steam, iOS App Store, Google Play) owned by someone else who have their own rules. These platforms/stores have an insane userbase and make a huge business, an insane portion of the gaming business. So publishers want to have their games on these platforms because it's where the business is. But the owners of these platforms/stores have their rules, being one of them giving them a revenue share (this 30%).
The thing is that MS's platform/store is way smaller than the other ones. As comparision their most direct competitor is twice bigger than them, or then there's the mobile platforms which are even bigger, or in PC there's Steam which has like 80% of the market share of the PC stores.
Let's say they already have a game like CoD in their platform they sell 10 copies and get 100% of it. They put their games now day one on GP, meaning that maybe it will drop to 5 copies there once acquired.
But this game is also (fake numbers obviously, only to highlight the example) selling 20 copies on PS, 15 on Steam, 10 on Nintendo and 30 in mobile. So there's 75 copies on non MS platforms, where they have to pay 30% to their platform holders.
By keeping it exclusive to your platform/stores it would sell 5, and hopefully by making it exclusive it would grow to 10 copies and they'd get 100% of it and potentially many fanse of these series would get angry and instead of moving to your platform they'd play other similar game on the platform where they already are. By keeping it multiplatform on top of the 100% of 5 copies they'd get the 70% of 75 copies.
By supporting all platforms a publisher not only makes more money, they are more future proof because they won't care about which platform sells more or dominates the market, avoiding the risk of betting all or most of their chips on a loser platform.
These numbers are totally silly, made up and dumb but it's to explain with a fake example why publishers tend to support all platforms.