I don't think there will be a "Windows Store" exclusivity. At least not for long.
If Microsoft tries this they will be slapped by antitrust regulators with a billion EUR fine before they can even say "Windows". Windows still has a market share of about 90%, there is no chance in the world they can pull this off.
Well to be fair, Apple are doing the same thing and Google is sniffing around the market too. They may all dominate different markets, but it boils down to the same thing. Question is, has Microsoft shed the antitrust stigma over the past few years or are they still on probation?
Throwing out some speculation here, but trying to monopolise a market when you know you won't be allowed to could be a very shrewd way of pointing out your competitors are doing the same thing. This could be nothing more than a power play to either force regulators to look at Apple and Google more seriously, or to leverage them into sharing their toys.
The problem is, that it all boils down on how big the market share is. Windows still has close to 90% market share on desktops, Apple does not. Same goes for smartphones. As long as Apple or Google do not dominate it's not an antitrust issue. However investigators have had a close eye on both for some time now.
If we really want competitive market no one should be allowed to lock in devices to this extent, neither Apple nor MS (Google has not really done the same with Android).
I do not see how Steam on Linux will help them (they say it will!). Linux has a small desktop market share, gamers have not bought Linux because of the lack of games (and no one sells games for Linux because its user base are not gamers), and Linux users have been used to installing from their distro's repository (i.e. an appstore sans payment system) for more than a decade and Ubuntu now has a payments system (looks and works just like the Mac app store).
Windows still has close to 90% market share on desktops, Apple does not.
There is no way MS will build a store that only carries apps and games developed by MS. That would be foolish -- it would drive every independent [game] developer to support any other platform.
No reason Windows shouldn't have it's own "app store" just like Apple and Google do. I'd love to see them all competing. Consumers will realize it's all the same thing, and the only concern left will be getting the best deal.