That's different context of device.
Although we know XBox is in fact a PC specialized for gaming, it's system is not Windows but some OS that be optimized to perform as base OS of gaming console.
You can't install a game on a system that it's not designed to run (Try to run a Windows game with high-end graphics on Linux? Not likely to work). So in the context of "it tells me to install on my devices" it should say "it tells me to install on my supported devices".
As for why not just say "it tells me to install on my console", that's because with UWP, there are in fact some games / Apps that works on both systems.
Btw, this is kind of out-of-topic for this forum, so I'll make it as "not supported".