Read about it on the Quantum Break thread, but I think it's good for it to have a thread of its own. It's a pretty big thing after all and needs a lot more publicity.
It really sucks. It's fucking stupid. It doesn't bring any advantage but it literally brings an inferior experience to PC (lacking the openness of PC).
If I will ever buy anything from there (possibly Scalebound if it'll come exclusively on Windows Store), I will buy it only when it's really, really cheap.
Speak with your wallet if these things are unacceptable. Also, if the idea of running a game on this platform is acceptable to you but you would like to remove these limitations, it wouldn't hurt to create a post on the uservoice site (or vote for an already existing one). All these complaint threads on gaf won't do anything, getting the message to those that make decisions will though.
Simply voting with your wallet doesn't really help, because you don't get your specific message heard. You are only telling "I'm not buying this for whatever reason", but you don't tell why. The publisher might think it's anything and might completely misunderstand the reasons.
Complaining is essential. It also serves another important role: educating other consumers of the problem.
How do you play your PC games then? If not through Steam or MS store?
There are most likely dozens of millions of PC gamers who don't use Steam at all. Steam isn't nearly all of PC gaming. There are other platforms and there are major games that don't use it (ones that a lot of people play exclusively, such as LoL and WoW).