Building installers on Windows used to be complicated. It all depended on which installation tool were you using and how was your code being distributed. Could you wrap an executable around a Zip file, or use the venerable XCOPY? Things got simpler when Microsoft introduced the Windows Installer, and its standard MSI format.
The arrival of the Windows Store and a whole new app model in Windows 8 changed things. As a result, there were two ways of deploying code, and two different ways code could run. MSI apps remained the default for desktop, while the . Windows Store apps also ran in a different context from desktop apps, with a new sandbox that reduced the risk of malware compromising systems.
The crossed the divide, bringing desktop apps into the Windows Store, giving them access to some of the newer and supporting a limited version of the APPX sandbox.
With the Windows Store now an important distribution channel, and with desktop apps able to take advantage of its capabilities, having two different installation models seems redundant. It appears that Microsoft agrees with that point of view, because it has released a new installer model that can work in both modes—and across all the available Windows platforms.