When a user is created via RPX or Windows Live, they are expected to use the same authentication when they login. We do create a random password and the user could login with the email and the password if the user knew the random password. The user could obtain the password using the password recovery.
It is not currently a feature that a user may use all available authentication systems. The authentication choices were not intended to provide an array of various ways to login for the same user so much as make it easy to register or authenticate by giving a wide choice of options that may be easier for some users than the standard login system. The intention is mainly to increase site registration by reducing friction such as having to make or remember a new password.
RPX does support windows live so it is reasonable that they can login using Windows Live either using the main windows live login or the RPX login. In both cases it is really logging into windows live, just using different mechanisms. One can disable Windows Live in RPX if they only want Live users to be able to login using the main Windows Live login.