So from what i'm hearing and reading, is it true the only way to transfer my saved data from the Windows Store App to Steam is by having both installed and opening the Windows game app first then asking for a code only to close the game and re-open under steam then use? I can't just get the code anyway by logging on through my X-Box account here on the site? I don't understand.

they could had made a system that bounds both but why make it simpler when you can make it much worse, so this is the result and yes you need both installations to transfer from one to the other