I had three Windows Mobile devices and 5 J2ME devices and not a single one had app store. Why - there wasn't any mobile internet connectivity back then, the Java devices didn't even have wifi. Apps were loaded over USB, downloaded as JAR files. Apps were normally bought on eshops od vendors.
That's not opinion, this has nothing to do with App Store, you can tell by the first look. App Store never was about the UI for downloading apps itself, that's just the front face of the App Store service that moderates and verifies content, sets standards and quality requirements. Not even Android Market/Google Play is close to App Store, though closer than random web shops shipping JARs.