The same thing happens for app purchases, it happened to my while moving country. At the same time, I did not have any problem with the Windows Store or Google Play.
It turned me off Windows as a mobile OS, but from what you're saying, it seems they've cleaned up their act now.
Edit: it seems they're still boneheaded with regards to the Xbox: https://news.ycombinator.com/item?id=8698610