I had the exact same issues.
Remedy said they are talking with MS about what they can do to improve the streaming service. And making the episodes downloadable for PC users.
Just be warned, on Xbone… the episodes at 1080p were 75 gig. On PC, the episodes are uncompressed at 4K… could be a LOT to download.
BUT… replaying PREY while I wait for Doom.
Still pisses me off that Bethesda canned PREY 2. That game looked so awesome.