Microsoft's cut is pretty small (5%, or 15% if the software is discovered through the store [1]). I think there's a more important consideration though: buying Krita through the Windows Store makes it more popular on the Windows Store, which means it gets recommended (advertised) to more people. I think 5% is arguably worth it to grow the user base.
[1] https://www.zdnet.com/article/microsofts-windows-10-sweetene...