Following the August 19, 2019 release of Age of Empires: Definitive Edition on Steam, existing owners of Age of Empires: Definitive Edition on the Microsoft Store need to download a new game client in order to enjoy all the benefits of cross-network play. This is a completely free upgrade for anyone who already has the game in their Microsoft Store library.

If you see a GREY client image, you are running the OLD game client.

To download the new game client, follow the steps below:

1. Open the Microsoft Store . You can do this by pressing the Windows key and then typing ‘Store.’
2. Search for Age of Empires: Definitive Edition.
3. Click on the Age of Empires: Definitive Edition tile to enter the store page.
4. Click Get. The game should be automatically added to your library.
5. Click Install to begin downloading the game.

You may safely remove the old client at any point during the process to free up space; your progress will still transfer even if you’ve removed the old client. 

Other details about this update can be found in the official forums:

Stuck on AoE:DE Build 27674? Upgrade to the latest client! (Windows Store)