I've been writing a lot of 'finally' when it comes to available on Steam. While the game's been free-to-play on every platform it's been available for, clearly a whole lot of people have been waiting for the Steam version – or have been waiting to make the switch.
The Phantasy Star Online 2 player count on Steam has hit a peak of free MMOs and available on other platforms, and so make for a nice comparison point.
You can play PSO2 on as many of its available platforms as you like – Xbox One, Windows Store, and Steam – and your will travel with you between them. Sega has offered some detailed instruction on the process, which comes with some highly-specific restrictions on how you manage your s. Get the details before you make an irreversible change.
PSO2 does offer some specific benefits if you're playing on Steam – a selection of cosmetics themed after Half-Life, Team Fortress 2, Left 4 Dead, and Portal.

Check out some more of the best MMOs out there if you're looking for online role-playing.