Let me correct @Wahlberg Sea of Thieves has indeed got detected about a year ago, only once due to aimbot check. I don't recall the exact dates.
As for Steam profile showing the ban, no one got banned from it using Steam's version so no one can tell you that.. I doubt anyone is willing to test it lol.
However, steam is running the game externally through microsoft, so probably won't show up in steam profile, but don't quote me on that.