It is a very big deal because iOS and Android use OpenGL ES for their 3D rendering, which is a common and well-understood framework among mobile game developers. However, with WP, MS decided to use DirectX 11, for reasons only known to Belfiore. For this reason, porting games from iOS or Android to WP is rather difficult. Also, DX11 is the same framework used by major AAA game studios to develop their Windows games, so most of the people with this skill are involved in developing full-fledged desktop games. There is little talent left over for WP.
This is why Unity does not support WP as yet.
But surely you've hit the nail on the head.
Microsoft's vision has always been a multi platform view. They don't just think phone, they think WP/WinRT/Win/Xbox. OpenGL might be an easier option for WP/WinRT, but how does that help Win/Xbox?
Developers be seeing the opportunities of all the millions of other platforms that are gagging for most of the same content.
Amusingly, Unity already supports WP, so even that isn't an excuse!
Unity - Windows add-on