*Bolded text was on my end from a Twitter search.
There hasn't been any real confirmation yet from Microsoft personnel I can recall that says if Fable Legends, Gears of War: UE and other PC titles are exclusive to the Windows 10 marketplace or not. There is some information you can infer from press releases where there is a distinction in the wording between games confirmed to be coming to Steam and Win10 like Ashen and Microsoft releases like Fable: Legends but it's still not coming out and saying the games will not release on services like Steam or GOG. I believe this tweet is the first "official" mention of that.
Mind you Fable: Legends is a free-to-play release and as far as official comments goes a tweet isn't really the most definitive answer you can get. Until we actually see something like Fable: Legends or a bigger, paid, release like Gears: UE come out it's still up in the air. Still, since this the first comment from someone at Microsoft I figured it was worth noting.