However you can try the exact same steps and it'll work the second or third time you do it. Now with GFWL this doesn't have a 100% success rate.
Splosion for example) allow you to install the Steamworks version or the GFWL version. If you're worried about achievements for GFWL there is still a way to get them. You can see instructions under the Windows 10 header. To fix this you need to install the latest version of GFWL. That you're getting older versions when you install from Steam.
The reason is that Steam is required to redistribute the exact version of GFWL that came with the game. Well with GFWL that's not always the case. Steam is a wonderful platform - you buy the game, install it and it should just work. GFWL can work on Windows 10, however it may take a bit of additional work to get it working fully.
I'm recreating this post because it needs updating, and I can't update my old post. If you have an issue with Games for Windows Live (GFWL) please create your own thread and a support agent or an ambassador will help you out. First off, please do not ask a question in this thread.