Exactly. You don’t download the runtime. I think it’s actually part of the MSFS install. OpenXR is a mediator between the game and WMR or any other VR stack (like occulus).
The purpose of it is so that devs can write for OpenXR instead of for WMR, Oculus and whatever other stuff there is.
Kind of like with DirectX.
The tool in the store is a developer / power user tool to override default settings, not the runtime itself.