There's a reason the Windows Store is not compared favorably to the likes of Steam or GOG. To put it simply, you're much more likely to suffer certain issues if you buy them from there - for example the recently released Rise of the Tomb Raider had many issues when compared with the Steam counterpart. However, Phil Spencer has promised to do something about this.
In a response to an article about the state of the Windows Store version of Rise of the Tomb Raider Spencer had this to say:
@BigMouthGamer We know lists like this include features PC gamers want to see from us, we appreciate the feedback and have plans to improve
— Phil Spencer (@XboxP3) February 26, 2016
This isn't the first time Spencer has gone on record saying that improvements were needed to the Windows Store and that Microsoft were committed to making them. Last year he said "I can tell you definitively that our team has never committed more resources to making Windows better for game developers and gamers, and that means any gamer on Windows 10, regardless of storefront or device."
There's also the fact that at the GDC next month Microsoft are due to host a session called "The Future of Xbox Game Development for Windows." Hopefully any improvements they're due to make could be detailed there.