Definitely not enough people caring about anti-cheat spyware.

The other important incentive would be games that cannot be cheated, I saw a few games on steam that have reviews informing potential buyers that the games have been ruined because the devs didn't implement a successful anti-cheat system.

This is basically the value proposition for game consoles, for both players and game developers. For the player, secure gaming-specialized device that they don't have to set up and manage in the way a general-purpose computer requires. For the developer, a standardized trustable platform where they can avoid much of the anti-cheat complexity by letting the platform maintain security instead.