At this point, Microsoft has become a pretty big publisher, moreso than a console manufacturer.
Of course they would like exclusives to go away, that means selling their own games to more people, and distributing Sony’s games on their platforms.
Both combined would easily make them more money than selling consoles.
As it is well known, Sony has a controlling interest in Microsoft’s first/second party studios, and chooses to wield that power to make their competitor stronger?
When one console has much desired games that require a purchase of said console and the other one doesn’t, who would want to buy the one with nothing extra?
Sony only has control over Playstation exclusives. Microsoft could go full cross platform this instance and I can guarantee you Sony wouldn’t complain.