People seem to be getting confused between UWP and Windows Store. The UWP and Windows Store are two different things.
UWP is an API which can be used by any game or application to allow developers to easily use the same code for multiple windows platforms (Desktop, Mobile and XBox). A developer using UWP doesn't have to distribute their game via Windows Store. UWP applications can be 'side-loaded' in Windows 10, which means they can be downloaded and installed completely separately from the store. In fact, there is no technical reason why UWP-based games can't be sold on Steam or GOG.
UWP is a new emerging API which is still (relatively) young. Therefore, Microsoft are still developing it's functionality and adding bits to it, as has been demonstrated by the recent VSync patch.
The main reason UWP exists is to make cross-platform development easier and make sure that apps don't screw up the rest of your PC by sandboxing them. This is generally a good thing, but it does prevent unofficial altering of the apps files which the old school method of modding requires. This doesn't, however, prevent games/apps from exposing files outside of this sandbox if the developer allows it. There is nothing preventing them from placing things like .ini files into 'My Documents' for example for modification. And, to be honest, if a developer not using UWP wanted to prevent the modding of their game then it's possible for them to do it at the moment.
This reddit post is a great discussion on the subject -
https://www.reddit.com/r/Games/comments/48y4p3/phil_spencer_on_twitter_uwp_is_a_fully_open/