This has already happened. The "DirectX SDK" stopped existing long ago.
and sticking the parts that where used in the platform SDK
Why so? You can't use plain old C++ at all with WinRT/Metro/Windows-Store -- you can use C++/CX or C# though, which appear to be on equal footing.
It seems MS is making people use C++ again as this is their major language for win 8 development on all win 8 varieties.
You can also use D3D via C# -- XNA was never a "C# version of D3D", it's a comprehensive game framework/engine.
You're comparing XNA, which is a complete game framework programmable via C#, with C++ and DirectXMath, which is a language and a math library? I don't understand the comparison...
So C++ with DirectXMath is the only future proof option?