Ok I'm a few days late here, but here are the sales of the biggest games launched on Steam in May.
Great/Good
Prey - 257,412 ± 15,533
Rising Storm 2: Vietnam - 212,303 ± 14,107 (still early)
Black Desert Online - 208,626 ± 13,984
Dead Cells - 207,155 ± 13,935
Friday the 13th: The Game - 134,099 ± 11,213
Vanquish - 68,153 ± 7,994
NEKOPARA Vol. 3 - 65,211 ± 7,820
The Surge - 44,863 ± 6,486
Decent
NBA Playgrounds - 16,916 ± 3,983
SPACEPLAN - 16,180 ± 3,895
STRAFE - 14,464 ± 3,683
RiME - 13,729 ± 3,588
Birthdays the Beginning - 9,806 ± 3,032
Mages of Mystralia - 8,826 ± 2,877
The Legend of Heroes: Trails in the Sky the 3rd - 8,335 ± 2,796
The Dishwasher: Vampire Smile - 8,335 ± 2,796
Charlie Murder - 5,884 ± 2,349
Bad/Bomba
Rakuen - 3,187 ± 1,728
World to the West - 2,942 ± 1,661
CrossCells - 2,206 ± 1,438
Too early to tell
Star Trek: Bridge Crew - 10,296 ± 3,107
Tokyo 42 - 5,393 ±2,249
Lock's Quest - 1,226 ± 1,072
Last month Too early to tell, updated
Little Nightmares - 70,359 ± 8,122
Expeditions: Viking - 23,290 ± 4,673
BlazBlue Centralfiction - 16,425 ± 3,924
Batman: Arkham VR - 10,296 ± 3,107
DRAGON QUEST HEROES II - 14,219 ± 3,651
de Blob - 2,206 ± 1,438