When comparing Microsoft XNA Game Studio vs Ren'Py, the Slant community recommends Ren'Py for most people. In the question“What are the best 2D game engines?” Ren'Py is ranked 41st while Microsoft XNA Game Studio is ranked 81st. The most important reason people chose Ren'Py is:
Available on Windows, Linux, OSX, iOS and Android.
Specs
Ranked in these QuestionsQuestion Ranking
Pros

Pro Easy assets
it is very easy to import your own 2 dimensional assets

Pro Very easy to use
relies largely on drag and drop elements and has been used to create notable high quality 2d games such as DLC Quest
Pro Cross-platform
Available on Windows, Linux, OSX, iOS and Android.
Pro Active and friendly community
Pro Reasonably good at creating puzzle and point-and-click games
Cons

Con It's dead
It is not getting updated and Microsoft does not recommend using it anymore.

Con Limited platform support
Only supports Xbox 360, Windows and Windows Phone
Con Not for every genre
While technically capable of creating 2D games in any genre, Ren'Py excels in creating visual novels and has a reasonable feature set for creating puzzle and point-and-click games. Other genres are best tackled by other engines.
Con Outdated Documentation and official built-in tutorials
Unfortunately, you will have to hunt relevant info on how Ren'py script works. The Ren'Py dev has the working tutorials on his Patreon, other than that you might as well just code in Python.
Con Requires knowledge of Python to use
