Ever wonder if the technology between windows 10 and Xbox one day
melds together fully so that GG MAX will be able to transfer games
out to make GG MAXbox\ Xbox games?!

Let's hope!
https://hexus.net/gaming/news/pc/127886-microsoft-minimises-differences-xbox-windows-games/

Unlikely

I wonder but doubt that it would hurt Microsoft financially...
I think Steam might be a little miffed, but shouldn't be in a huge way.

That is if for some odd reason Microsoft decided to put together a
'engine' that you could compile your .exe files and assets through--
and magically out the other side it's transferred to Xbox format.
LOL yeah, that would be real magic!

What side are the financial benefits/ cons on?? IDK?

it's certainly getting closer with the games for windows side of things but it's unlikely every game on PC will be able to run on xbox or vice versa.. and i do think microsoft are working on it, every new version of the xbox is becoming more and more like a PC
but it's something that needs to be considered during development rather than simply export to 'x' and hope it all works (though this can be true for a lot of cases) - it's like how you can export to mobile, mac, windows, ios, VR, browser etc.. the engine does a lot of the hard work for you with integrating the SDK but there is always things to consider - hardware limits, file names/permissions, driver issues..