The feature is young, and won't work with every game in full-screen mode. Titles based on the close-to-the-metal Vulkan graphics standard might need to run in a window before the Xbox bar displays. Microsoft acknowledged that the tool is in the "early stages," though, and is receptive to feedback that could improve the experience.

The Xbox Game Bar isn't likely there just for convenience. Microsoft is very cloud-focused these days, and recently expanded Xbox Live's reach to include mobile devices. The overlay could give you more reasons to stick to Microsoft's ecosystem and, eventually, sign up for its game streaming service. In that light, this is partly a challenge to Steam.