I cant help with WinXP but maybe I can with Win10.
Someone else may have some experience with WinXP.
If I had to guess its the graphics card in the XP box.
On Win10 is you buy the product from steam, the steam installer does all the work and everything loads. If you are trying to load up the DVD or Amazon Download, then its probably the installer script trying to install a missing DirectX 9 version.
In Win10 you wont need that as DirectX 12 will provide the needed API's to simulate v9
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