Playing with friends MS Store/Steam

Hello,

for the last two days i tried to play with my friends together in a closed game.

I own the game on Steam, my friends on MS Store.

Is there a way to play the game in an closed lobby?

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What we tried:

- Add the Game to Xbox App
The Invite is there, but can not be opened. Windows wants me to buy the game in there Store.

-Add the game to Steam
The Installation location can not be accessed. Access denied. Even with Administrator.