I think that the short-term is where Microsoft needs to incorporate 3rd party stores. People already have catalogs, some of them quite large, in Steam or other digital distribution services. Microsoft will either have to attract users who weren't previously attracted to digital distribution, or they'll have to support the investments that customers have already made.
Once they level the playing field (by allowing users to use Stream or the MS App Store without penalty), Microsoft can start to try and draw users away from 3rd party services. However, in the short term, it's hard to imagine them drawing users from steam and forcing those same users to abandon their investment in steam.