It happens on all platforms. I've had iOS apps that were pulled. They kept working on my device as long as they were installed but if you removed them, you couldn't get them back...even if you paid for it .
With any software purchase you are purchasing Use Rights and never actually own the IP, even when you are in possession of physical media you are still governed by the EULA and if the Use Rights are revoked, legally you are no longer allowed to use the Software.
Hence, if you try to Activate XP or Office 2003 when the MS removes the Activation Servers, you are out of luck. I'm not defending it but that is the reality of the situation.
I didn't say it was right or defending the policy, I'm just saying that EULA (or TOS) is an important read. Apps get pulled for breaking their TOS or for Copy Write Infringement or become abadndonware. Reaching out to MS for a refund might produce the desired results (seen them credit).
I typically will purchase Apps from larger Software Houses and typically will not purchase apps built by one party to consume content from another party unless the Content Provider has a program for 3rd Party access, such as Twitter (i.e. - I wouldn't pay for a Pandora App on the Windows Store).