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Because Modern Warfare is published by Activision, which is a part of the bigger Activision/Blizzard company. So to save money, they just put it out on the Blizzard launcher (Battle . net) instead of having to pay Steam to sell it here and they keep a part of the profits.
"Before 2024, Activision sold digital versions of PC Call of Duty titles on Valve's successful Steam platform. In 2024, Activision decided to take the game off of Steam and make it exclusively available on Battle largely to attract users to, and grow, Activision's own platform. Battle.