There’s little demand for it because tend to choose PlayCanvas because they specifically want to publish to the Web.
Making a Windows EXE is pretty straightforward with Electron and doesn’t really need a PlayCanvas specific tutorial: Converting Web App to Desktop App with Electron @ https://jojozhuang.github.io
The documentation is open source so anyone can add a tutorial if they wish.
The difficult part about publishing for Steam specifically is because of Steam. You have to integrate the Steam SDK into the app which requires using Greenworks (GitHub - greenheartgames/greenworks: a node.js plugin to integrate nw.js/electron games with steamworks) as mentioned in the previous articles.