Windows Store or Xbox on Windows have yet to give any good enough reason for people to switch. I don't care for cross buy with the Xbox One or Windows 10 mobile. That hasn't resulted in many games showing up on PC that otherwise wouldn't have and I'm guessing most PC gamers don't have an Xbox One as well. No ones making desktop ARM processors so I don't care about portability of applications between x86 and ARM. I have no reason to buy games off the Windows Store. UWP is more appealing to those with Windows mobile phones hoping to get apps by piggybacking off desktop and Xbox.
On Steam or GOG I know that if I buy a game on Windows, if a Linux or Mac version comes out, I can play on those platforms. With GOG I know it's DRM free. Origin supports Macs as well. With Steam and Battle.net they're the services with the most history, Valves Steam being the one with that isn't just for their games. Steam has the most users. It plays well with other desktop utilities. The community is primarily on Steam.
Windows Store has GFWL baggage. It's like their mobile phones. Why would I buy into their service when it comes off as halfhearted? Forza games are supposed to come out on desktop as well now. I'll wait until Forza 7 and Horizon 3 come out same day for desktop as Xbox. I'll wait for when Halo 6, Gears of War 4, and Fable 4 come out same day desktop and console. Then I'll start feeling like this time Microsoft is actually providing a service that won't die and won't burn me.
I don't care what good Microsft has done with C#, Visual Studio, SQL Server, Azure and Office. They're history there is good but they're history in PC gaming is not blank and it's bad. It's GFWL with a paywall to play online and then it's eventual abandonment. It's Halo 2 years late and tied to Vista and GFWL. It's GFWL install limits and annoyances in games like Fallout 3 when it would just crash or fail to connect to their service. It's making DX versions tied to OS upgrades. They're fundamentally tied to the operating system that's why but OpenGL and Vulkan aren't so I don't consider that an excuse to absolve the criticism. Black and White is dead, Flight Simulator is pretty much dead as is Age of Empires. FASA is dead. Ensemble is dead. They have consistently failed to provide incentive to PC gamers to support their stores. Their history of angering PC gamers is longer than Ubisoft. Of course people aren't going to rush to their store.
UWP fails to give appeal to developers. Windows Store isn't being used and like OSX's store has to compete with a fully featured internet browser. Windows mobile doesn't even offer the best mobile Microsoft experience and the last flagships they pushed out didn't even get a big marketing push. Windows on mobile phones has been near silent for two years. An Xbox is primarily a gaming and video consumption device. Being strong in the console space doesn't help for the vast majority of applications and the PS4 sells better. The appeal of UWP applications is their portability on Windows 10 across multiple form factors yet the phone is floundering, the Xbox is a game console, and on desktop people would rather use their internet browser and other stores. For portable applications people would probably just continue with C# sans UWP, Java, Python, or web apps.
It's not that PC gamers aren't willing to buy from other stores or use other clients. There's Battle.net, GOG, and Origin. Before then there was Impulse but Stardock didn't want to be a digital retailer and Gamestop bought it to eventually do nothing with it. Yet Steam is the only one that has nearly every new release. Battle.net doesn't even offer non Blizzard games. Origin is the closest thing to a competitor yet they too have a really limited catalogue of non-EA games. GOG's strength in being DRM free keeps most new releases away. If Blizzard decided they wanted to compete with as a storefront with Steam I'm sure Battle.net can provide a strong fight. World of Warcraft, Hearthstone, Overwatch, Diablo, Heroes of the Strom, and Starcraft provide a huge userbase in that client.
edit: Also the Windows 8 store has been around for years and it never got better. It got a better UI eventually but developer support never ticked up. We're talking years of developers wasting money to develop Zune HD, Windows Phone 7, Windows Phone 8, and Windows 8 applications with little show of growth in comparison to normal desktop applications, web apps, Android, and IOS. I don't see how Windows 10 is going to improve things when it's another reset from Windows 8/Phone 8 yet has once again floundered out the gate. This isn't Steam in 2004 with no competition. This is 2016 with plenty of competition that continues to make them look like a startup that would have folded within a year of release.