The price parity thing exclusively is for Steam key distribution. If you're going to distribute a steam license key via another platform, it must be priced the same as it is on Steam itself.

Nothing in that says they can't publish on multiple platforms independently and charge different prices on them, as long as the other platform isn't selling you a game you can unlock on your Steam library. It would have to unlock on, say, Epic's store library.

You also have sites like Humble Bundle that either get a special pass from Valve (I mean, isn't that a charity organization?) or the violation of distributing steam keys at different prices isn't enforced.