Made a ticket with MathWorks and this is the official answer for now:
"Unfortunately integrating MATLAB deployed .NET assembly with UWP applications is not supported as of now and not even in the R2016a release. UWP requires the application to be able to run on the Windows Runtime (WinRT) multi-platform architecture provided by Microsoft. WinRT does not support certain features of older .NET code, like the System.ApplicationException class, which the .NET assembly generated from MATLAB uses. For this reason the .NET deployed assembly is not going to run on WinRT."
So you will either have to use WPF or WinForms for now, or run the Matlab part as a separate service and just connect to it from a "thin-client" UWP app (similar to how you would use it on a website.)