I think ur just confused. nintendo has the rights to bayo 2 and 3, while bayo 1 is owned by sega, therefore you are only able to play the first bayonetta on steam/xbox/ps etc. you can emulate the other 2 games, but its a big hassle

I swore Bayonetta 2 was on Steam though, it was several years ago back in 2018. It was a very weird memory.