I'm not so sure it's a rumour worth shooting down off-hand.
We know now that Quantum Break is releasing on PC at the same time as XBox. We known that MS are working towards a future where XBox and Windows 10 are linked and integrated to a much greater degree. I see a (near-)future that has Win10 at the centre of a multi-device, integrated Microsoft ecosystem.
I honestly wouldn't be surprised if XBox Exclusives fade away, and gradually get replaced by "Microsoft Gaming Exclusives" or some such.
Phil Spencer Talks Focus on Xbox One and Windows 10 Gamers; Comments on Quantum Break’s PC Announcement