To make a point to the FTC, Microsoft punctuates Xbox's small console market presence by revealing interesting sales data for its gaming hardware.

A bit ago, the Federal Trade Commission announced that it plans to block Microsoft's proposed $68.7 billion acquisition of Activision-Blizzard. Now Microsoft has officially responded to the FTC's claims with a lengthy 37-page document that dissects the regulator's comments.
Nestled in this document is a curious pie chart with console sales percentages. The data lists how many consoles the Big 3--Sony, Nintendo, and Microsoft--sold throughout 2021. Since both Sony and Nintendo publish their respective hardware shipments we are potentially able to extrapolate how many Xbox consoles that Microsoft shipped in 2021.

According to figures made public by the aforementioned companies, Sony managed to ship 14.7 million combined PlayStation 4 and PlayStation 5 consoles throughout 2021. Nintendo shipped a whopping 23.67 million consoles from the Switch family of systems.
The chart that Microsoft provided notes that Nintendo made up 50% of total video game console sales throughout 2021, which means total sales for the year would be 47.34 million.
So we can do a quick bit of math by adding Nintendo console sales (23.67m) and Sony console sales (14.7m) to get 38.37 million, and then just subtract that from the total 2021 sales of 47.34 million.

This leaves us with the figure that represents Xbox console sales market share for 2021, which is 8.97 million. Microsoft's publicly-submitted data to the FTC suggests that the company has sold 8.97 million Xbox consoles throughout last year.
Some disclaimers: Microsoft is great at presenting data without context. We've seen this time and time again, and Microsoft dodges key metrics with its games business--total subscribers and console sales aren't reported with consistency.
We don't know if the chart is referring to sell-in, or shipments, which is the data I have used for these calculations. Microsoft could be talking about sell-through, and if so, we can't correctly extrapolate total Xbox sales.
I was almost able to find total Nintendo Switch sell-through for the calendar 2021 period, but inconsistent data reporting from the company made this impossible. If I were able to find that data I chart those numbers, too.