It’s a very, very intentional move: you must link a Microsoft account to play, but it’s a “different account” so no transfer of saves. So different that it will remember all your records, will show races as already done (lots of fun figuring out what you still need to do), you can edit tunes previously shared (can’t edit them unless they’re yours) and if you want to try and launch both versions of the game it will complain about being already logged in on a different machine.