Let's just remind ourselves of the main competitors listed by the CMA, it was: Amazon, Apple, EA, Epic, Facebook, Google Netflix, Nintendo, Nvidia, Sony, Twitch, Ubisoft, Utomik and Valve.
I don't see the CEO's of any of these companies gossiping about their real or imagined market concerns with their direct competitors, regarding a third competitor (Microsoft). I cannot envisage any scenario where this would happen. You say it's not revealing company secrets, but by airing concerns you would be tacitly be admitting fragility in one of your markets. Can you imagine how damaging that could be if leaked? Why would any CEO, or other senior executive, be so reckless?
Nobody would risk sharing this stuff, because the risk of people talking is people talking. To Microsoft. This is why this process is confidential.