The multiplayer services are independent and crossplay is an exception, that's what I think they were getting at. Being able to launch an executable from a different store doesn't matter if your copy uses Steamworks for multiplayer and the copy from the MS store doesn't support that.
> File a bug report? Or you just came up with some hypothetical issues?
It's not a hypothetical issue or a bug, it's a common problem for games that use anti-cheat software. Refusing to run when virtualization features are turned on or virtualization software is installed/present is a common tactic they use and if you file a report it'll usually get immediately closed as wontfix, because it's a tradeoff they decide to make. E.g. https://support.faceit.com/hc/en-us/articles/360019809319-Yo...