Nah, they should release their titles straight to their store and only their store. Valve did it. EA did it. For all the talk about competition being good, so many people seem stuck to Steam and refuse to give anyone else a chance.
There are some people who really insist on all their games coming from steam but it's probably not that many. I think there will be plenty willing to give the windows store a chance. Either because they are arm twisted with an exclusive game or because they perceive an actual value in it. Two ways to accomplish the same goal, and no reason you can't do both. I'm just saying I would forgo the former.