It seems to me that the reason Apple made stores in the first place was that they had something to prove, and the best way to make their point was to show rather than to tell.
Back in the day there were a whole lot of people who were at least considering the possibility of switching to a Mac. But they had questions: would a Mac be able to connect to the Internet? Could I surf the web on one? Could I print to my printer on one? Essentially, can I do on a Mac what I can on Windows?
I believe Apple Stores initially sprung up to answer these questions. They don't actually exist to show the disparities between the Mac platform and Windows, rather the similarities, and, surely, the advantages of using a Mac to do the same things Windows does. There's nothing particularly exclusive about the Apple Store, in fact it's very inclusive. You go there to see and touch and experience this thing you've only ever heard about, this mystery that is a Mac.
For a lot of people the Mac is still a new concept. It's no surprise the Microsoft Store is less wondrous: everyone's already seen Windows.