I know this is sarcasm, but it isn't true. While it takes a bit of effort, it's definitely possible. This is the way I do it:
- Create a desktop shortcut by dragging the app listing from the start menu/all apps list to the desktop.
- Create a text file, add the path to the previously made shortcut, and save it as .bat
- Convert the bat file to an EXE file.
- Add a non-steam game in the steam application. Point it towards the converted bat file.
- Boom. You now have a working steam shortcut to a Windows Store app/game. Works the same as any other non-steam game.
While this does require you to keep both the EXE and shortcut files on your system to work, it does the job, and doesn't take up any meaningful space.
Just in case anyone wanted to know...