We haven't started to work (or even think) about Microsoft Health yet, since we have to find a way of publishing the app first. I don't think there will be support for Microsoft Health in the first release for Windows Phone 10.
The problem with the Windows Phone platform is that we're currently stuck at Windows Phone 8.0. We cannot bring out a new release for Windows Phone 8.1 because WP8.1 does not support background location services, making tracking apps impossible.
I really would like to see that Run.GPS supports the Integration with Microsoft Health so workouts are saved in the Microsoft cloud Service behind it. It's an open Service and it should offer a bit more privacy than Google ;-)