EDIT: Note, I am not sure if you need to already have a .live (xbox) account to purchase items for War Thunder on the Microsoft Store. Double check before attempting to purchase items from the Microsoft Store if you do NOT already have an xbox/live/Microsoft account for War thunder.
You can use the Microsoft Store on PC
Pay close attention, it does NOT say the Gaijin/War Thunder Web Store. It says the Microsoft Store. That is where you got confused.
They could definitely add a line, or some more clarification that it is NOT their webstore though.
Also, I am not 100% sure if “normal” accounts can use the Microsoft Store to buy stuff. Eg, I do not have a .LIVE account for War Thunder. I was playing before it was on Steam and XBox/Microsoft lul. (And I am personally not going to test it, nor am I going to “test” making my account a .live/Microsoft account.)
Sadly, if you buy in M$ Store it will never make it into your steam WT.
I bought premium account and GE a few years back. Was a good deal, i thought. No refund, nothing.