Is there a way to download the game for free with xbox game pass from somewhere else than microsoft store?

The only place you can get it on steam (if you playing on pc) but as far I'm aware of there isn't xbox pass on steam so you'll have to buy it and yes I don't really like ms store as it feels clunky and slow as when sea of thieves arrived on steam I bought the game again on this platform as I prefer a single platform for launching games and yes linking steam to ms account is required for the game work online and any characters you have made is accessible so long you login with the same account.