The current operating system stats on Steam tell us that only 35% of Steam users even use Windows 10.
And of those who do use Windows 10, not everyone regularly use the Windows store to shop for new games. This might be a kind of chicken/egg problem. There aren't many interesting games on the Windows store, so nobody goes there to look for games, so nobody bothers to place any interesting games there. But that's a problem for Microsoft. Players and developers are quite content with doing their business on Steam right now. Most PC gamers nowadays use Steam as their primary source of new games, which makes it the one distribution channel you need to focus on. Any other distribution channels for PC games are secondary concerns.
And when it comes to the Windows store, making your game able to run from there might be a major additional investment. The Windows 10 store security concept puts a lot of restrictions on developers. That means when you want to put your game on the Windows store, you either need to keep those restrictions in mind during development from day 1, or you need to invest a serious amount of developer days into making the necessary changes afterwards. This investment often does not justify the additional customer base you can reach on the Windows store. Packaging a game for Steam, on the other hand, is a lot less work. If your game is run with a
.exe, it will run from Steam. Steam features like achievements or workshop integration (Steamworks) are optional.
Regarding copy protection: There is no such thing as an uncrackable software. When a computer can run it then a computer can copy it. Copy protection can make it less convenient, but it can't prevent it. When there is a game which wasn't cracked yet, that's usually because nobody felt like investing the necessary effort. Effort invested by crackers is usually proportional to the interest in the cracked game. And people aren't interested much in Windows Store games, so you don't see many crackers who even bother.
And if you are one of the paranoid development studios who really care about copy protection, then the Windows store isn't for you either. Most 3rd party copy protection software (like the infamous Denuvo) do not work within the security restrictions mentioned in the 3rd paragraph. So the Windows store copy protection is your only line of defense. When anyone finds an universally applicable hole in the Windows Store DRM (and considering that it's a Microsoft product, that's not an unrealistic concern), you are screwed.