That's because under Windows 8.x Metro apps could only run full screen, under Windows 10 they run in a window. Since Metro and Win32 applications are two very different beasts, to pull this off Microsoft uses a Win32 'container' window to hold/host the Metro application.
The problem is that these windows break the old rules for what should appear on the taskbar or not, and MS doesn't care. MS controls the Windows Taskbar, so for them this is a non-problem. For 3rd party applications, the ApplicationFrameHost window must be treated as a special case.
I also run into this when I was getting Nexus ready for Windows 10 back in August.