I have finally managed to install a working configuration of XNA on my Windows 8 machine, so I have found and corrected the problem.
Yves is on holidays this week, so we cannot produce a normal installer. So please download the file :
And copy it into your data\runtime\XNA\Phone directory (make a copy of the old file first, one never knows)
It works on my phone. Please tell me if it also does on yours.
Sorry for the time it has taken to correct the problem.