We can play Clash of Clans on Windows with Bluestacks, but we can't do that on Windows Phone because the ways they work are different.
Maybe Supercell doesn't want to spend time on developing a version for Windows Phone because the number of people that are using WP on the world of just about 5% while Android is 50% and iOS is 45%. With the same time on developing for Windows Phone, they can do a lot of other things for two main mobile platforms. 2 versions are enough to be busy, If the version for WP come out, the game will be updated much slower than It is these days.
You can read more at: Clash of Clans on Windows Phone by cocland
Happy clashing!