The two specific issue I have is the length of the review process, and the lack of stats on downloads.

The review process took about three to four days.  OK, this is a lot less than Apple's typical seven days, but Apple are a market leader, and their store is well established.  In less established stores, developers need to be able to get rapid feedback and make rapid changes.

Which brings me on to the second issue - the lack of stats and feedback.  I got no stats for nearly a week, and when I got them they were a few days out of date.  The figures so far are dismal too, but I'm not sure if that's because they are old or incomplete, or if the app will take a while to get going.

[UPDATE: After a week the stats now seem to be updating daily]

Microsoft need to look to Amazon as an example.  They have a curated store as well, but apps are typically reviewed within a few hours, and stats are updated daily, from day one, without fail.

[UPDATE 2: Microsoft seem to have fixed the review times as well! My last app update went through in a few hours! I'd love to think Microsoft read this post and fixed everything...]