Why doesn't Microsoft let anyone add 3rd party apps to Marketplace. I know that we have some, but why can't it be where anyone can add apps at anytime?
Third party apps are in the Marketplace, they just need approval first. You noticed Dirk's games (goes by DiNoGames here) there? They were neither made nor contracted by MS, thus making them neither first nor second party.
There is a submission process, in which Microsoft basically makes sure that the app is stable, and good quality, and if it meets the standard it goes into the marketplace.