Sounds like a packaging error, the subproject is present in github (master branch), in 2.2.0 release but not in 2.2.1 release.
Steps to reproduce :
- Download official cocos2d-x-2.2.1.zip release
- Unzip
- Look at directory : cocos2d-x-2.2.1\cocos2dx\platform\third_party\winrt\angleproject
Result : empty