On top of shutting down the Marketplace for its Games for Windows platform, it appears Microsoft plans on discontinuing the Live service entirely. Although Microsoft promised the "service will continue to operate as usual," a since deleted Xbox support update mentions a specific shutdown date for the service.
The Age of Empires Online support page noted that "Games for Windows Live will be discontinued on July 1, 2014." After that date, the server will shut down, rendering the game unplayable.
IGN took a screencap of the notice before Microsoft removed it from its website. While it seems likely this was an early look into Microsoft's plans, the company has been known to reverse course on a number of decisions. For now, it appears GFWL is going the way of the dodo--the only question is when.