I think that an interesting part of that lag is directly Windows Phone related. Phones seem to be the one consumer hardware product that customers "demand" a store to exist. Look at the retail landscape, other than big box electronics stores and office stores and Wal-Mart/Target, who is selling consumer electronics physically? There's a lot of strip malls packed with phone stores. People that want PC laptops/desktops mostly buy directly from OEMs on their websites. People that want Xboxes or PlayStations are fine grabbing it at Target, but more likely Amazon today.
Phones for various reasons (and a lot of them are phone carrier bureaucracy related, I would imagine) "need" that extra bit of handholding, that service relationship when buying one. Even Apple Stores, the vast majority of the store space is devoted to phone sales and services and laptops/desktops an after-thought. If you hear of lines and busy days of Apple Stores, it is almost exclusively phones.
Microsoft created their Stores just too many months too late to save the Windows Phone after the main US carriers decided 3 OSes was one too many options to carry in their own stores. Once Microsoft Stores were no longer selling Phones they always had less reason to exist, mostly existed already as either Xbox Experiences or shadow versions of (for instance) Best Buy's Surface section, without the rewards/brand loyalty of something like Best Buy.