Steam does do this but it is your responsibility to file tax return under steam: https://partner.steamgames.com/doc/finance/taxfaq
"Q. What is my responsibility regarding VAT, sales tax, or other similar taxes?
A. We can only provide you with information on how we handle VAT and sales taxes. You will need to consult with your tax advisors on your own tax obligations. In the monthly Steam Sales Report which can be viewed on the secure partner site (https://partner.steampowered.com/) under the "Reports Tab", you will find a link at the bottom of the report called "Steam Sales by Country". This may assist you in calculating your own tax obligations, if any."
Itch.io is under Merchant of record: https://blog.bmtmicro.com/e-commerce-basics-merchant-of-record/