Okay, I came up with a work around.
I followed these steps just now to unlock “Unchivalrous Pragmatist” which was bugged for me. This works.
1. Enable Steam library sharing for your account and computer.
2. Create a new steam account, or otherwise log-in with one which does not have the achievement.
3. Request access to Age of Empires II DE (it will email you on the account registered to your main steam account).
4. Load up the game, LOG IN TO XBOX LIVE ON YOUR GAMERTAG.
5. Trigger the achievement, it should unlock on Steam and on xbox live.
Worth noting you can freely transfer game saves between account folders, I was able to use the ones I had from trying to trigger it again.
This proves that once triggered for steam, the achievements will not trigger again for xbox live.