Try it. Move your Steam window around. See how it snaps to the edges of your display(s)?
Why is Steam the only program (I know) that does that natively? I would love for ALL my Windows programs to do that (without installing 3rd party softwares/scripting).
EDIT : I’m on Win10.
Afaik, this feature is part of Windows itself since Windows Vista and it works with everything. I never used anything that didn’t.
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Steam did this back on WinXP in the early 2000’s as well. To be clear, OP isn’t talking about dragging a window to the very left side of the screen and it snapping in place covering half the screen. They’re referring to any sized window retaining its aspect ratio but snapping to the exact edge of any side of the screen or taskbar.
I find this behavior annoying, I actually like to place windows in corners with a small margin