But you can have GPL programs on MS devices, just not GPLv3 and the like, if you understand the license itself it should be pretty obvious why that license is not compatible with the single app store and non-sideloading model. Apple has the same restrictions for the very same reason.
“Excluded License” means any license requiring, as a condition of use, modification and/or distribution of the software subject to the license, that the software or other software combined and/or distributed with it be (i) disclosed or distributed in source code form; (ii) licensed for the purpose of making derivative works; or (iii) redistributable at no charge. Excluded Licenses include, but are not limited to the GPLv3 Licenses.