In its early years, Windows was a program that you can on top of DOS, the commandline operating system that all PCs used from 1981 until about 1995. If you wanted to run a DOS program, you could use it either in the new windowed environment or at full screen. When Windows 7 came out, users who were more comfortable with Windows XP were able to make that operating system look and feel like its predecessor.
However, with Windows 8 and 8.1, Microsoft decides what UI you'll use for each application. If you want to run one of the millions of so-called "desktop apps," you have to run it in desktop mode and if you want to run one of the new "modern" apps, you must run it in the full-screen Modern mode. There's no logical reason why you shouldn't be able to run a Modern app in a window -- a third party app called Stardock ModerMix lets you do this -- or run a dekstop app in full-screen Modern Mode.