It works for me, on Windows 10 21H1
It opens the Store, then installs it in
C:\Program Files\WindowsApps\Microsoft.WinUI3ControlsGallery_1.3.10.0_x64__8wekyb3d8bbwe\XamlControlsGallery.DesktopWap\XamlControlsGallery.DesktopWap.exe
and launches it :