This is probably a Moonlight issue, so I may not find any help on the RPi forums but I will give it shot.
I just setup Moonlight on my RPi3. The XBox 360 controller (wireless using a receiver) works within the RetroPie menu but as soon as I launch Steam (into Big Picture), no controller input is detected. The mouse and keyboard on the host PC works just fine.
Is there a way to fix this?