Microsoft look enviously at Apple, who get to control and profit from their walled garden. Then they glance over at Android, and see Google has their play store (which, whereas it may not be a walled garden, has a fence around). Fire users most certainly have their own walled garden courtesy of Amazon.
Apple and Google are both benefiting from these "almost monopolies" they run controlling their users, skimming a bit off the top from everyone. No doubt, Microsoft sees that these are profitable ventures and they want the same control over what runs on Microsoft Windows. It's a little harder to do because there is a lot of legacy applications, and neither consumer, nor software producers want to give a little bit of each purchase to Microsoft. Microsoft are going to continue baby-stepping towards that goal though because they want the money, and their competitors are already doing that.
It will be a sad day when you have no option but to buy from the Microsoft store, but that day is coming.