A physical theory is called non-local when observers can produce instantaneous effects over distant systems. Non-local theories rely on two fundamental effects: local uncertainty relations and steering of physical states at a distance. In quantum mechanics, the former one dominates the other in a well-known class of non-local games known as XOR games. In particular, optimal quantum strategies for XOR games are completely determined by the uncertainty principle alone. This breakthrough result has yielded the fundamental open question whether optimal quantum strategies are always restricted by local uncertainty principles, with entanglement-based steering playing no role. In this work, we provide a negative answer to the question, showing that both steering and uncertainty relations play a fundamental role in determining optimal quantum strategies for non-local games. Our theoretical findings are supported by an experimental implementation with entangled photons.