Did you guys ever solve this problem? I am having the exact same issue according to the description. I actually use two separate computers running windows 8 and a surface running RT, all with the same problem with the games app. Once by fluke my avatar loaded properly but then it went back to being greyed out. Here's a screen shot.... it's the same on all three machines, leading me to believe its a problem with my account, and not my windows installations.
Sorry dusty, I've not found a solution to this problem. I have the same problem still :/ It works fine sporadically, mostly never though. Hopefully someone who has had this problem and found a solution will find this thread and tell us how to fix it.