Microsoft needs to release all of its first party games on PC. There is no need to keep games exclusive to the xbox console.
People who own nice gaming PCs are going to be buying all the third party games on PC anyway. So there is really no reason to try to tempt them to buy an xbox one with exclusive games. I doubt the xbox one has very good margins, so if they are only going to be selling first party games to these customers might as well let them buy those games on the windows store.
On the other hand this won't really sway the mainstream gamer, who doesn't own a nice gaming PC, further towards the playstation because that gamer still won't have the ability to play these games.