For most parts SteamVR works really well really well with Windows Mixed Reality but there are some issues. Steam and Microsoft are working on improvements for the integration with fixes in the latest SteamVR update and changes to Windows 10 for Windows Insiders.
The SteamVR update improves VR performances and crashing issues. A Future Windows Insider build is going to fix the input focus issues.
Details from Steam:
- Fixed a crash if an app requests a swap texture with size 0
- Fixed a crash while shutting down
- Fixed race condition that caused SteamVR to report the room was not set up
- Improve consistency of performance by boosting the priority of the main render thread
- Input focus will no longer be taken from the game when you put the headset on in upcoming Windows Insider OS builds