I have solved the problem "Press any key to start" and loop black screen, after hours and hours of headcache:
I missed the xbox app and services, so first of all, you need to:
install Xbox App from microsoft store
open Xbox App and check to have installed:
- Xbox Identity Provider
- Purchase App
- Feedback Hub
wait the installation then run as administrator Flight Simulator from start
Now, you will have to press a key and finally you will be asked to login in the Xbox live with your microsoft account.
continue and you will start to can download or play with your game.
After this experience I will NEVER buy again from Microsoft store, anything. They are totally a shame.