Folks at the Norwegian Consumer Council seem to have reported Steam, Nintendo's eShop, the PlayStation Store, and EA's Origin storefront to the Norwegian Consumer Authority for violating European consumer protection laws.
What's interesting here is why the consumer protection agency seems to be targeting these specific platforms: according to the NCC's press release (roughly translated into English via Google), the company surveyed people in December and found that some people reportedly could not cancel pre-orders made via Nintendo's eShop.
Moreover, the NCC claims that the PlayStation Network, Origin, and Steam don't meet the requirements for exempting themselves from the European Union's "right of withdrawal" directive, which broadly states (with caveats) that EU customers should be allowed to withdraw from/refund a purchase from the moment they make it until 14 days after they've received the goods.
Note that Valve, for example, publicly states that while it believes itself exempt from this right of withdrawal, it still voluntarily offers refunds in the spirit of the directive.
"[Right of withdrawal] can be and typically is excluded for boxed software that has been opened and for digitally provided content once it has been made available to the end user. This is what happens when you make a transaction on Steam: The EU statutory right of withdrawal ends the moment the content and services are added to your account," reads a Steam Support page on the topic. "At the same time, Steam voluntarily offers refunds to all of its customers worldwide in a way that is much more customer-friendly than our legal obligations."
You can read more details about the NCC's grievances in the formal complaint, which asks only that the Consumer Authority (which has the authority to do things like enforce fines and take legal action) "follow up on these issues".