That's because Microsoft allows it, and (b) Microsoft has a monopoly on their market (not on the "Windows market", but like 98% on the whole Home/Enterprise PC space) and abused it so they were forced to open up.
If Microsoft had just a small share of the Home/Enterprise market with Windows, they'd could close it in any way they want, same way the game companies do for their consoles or Apple for iOS.
I think the answer is much simpler: at the time Windows was created, no one in their most sadistic totalitarian dream could have imagined such evil as an app store.
If Microsoft had just a small share of the Home/Enterprise market with Windows, they'd could close it in any way they want, same way the game companies do for their consoles or Apple for iOS.