Want to block users from downloading application from Windows store via ProxySG

You may achieve this by blocking below Windows store URLs:
1. store-images.microsoft.com
2. storeedgefd.dsx.mp.microsoft.com

CPL rule example:

<Proxy>
    condition=Windows_Store_List force_deny
 
define condition Windows_Store_List
    url.domain="store-images.microsoft.com"
    url.domain="storeedgefd.dsx.mp.microsoft.com"
end condition Windows_Store_List