@evildictaitor: Humm... it's just like saying VB6 isn't dead because Win8 still support it, and you can still run VB6 on a Win8 machine...
IMO if a technology is no longer supported in the latest IDE release, there's no difference than declaring it as depreciated.
EDIT: I just checked... XNA studio components are installed as part of Windows Phone SDK 8.0. Since that SDK works with VS2012... Is that we really cannot develop XNA applications with VS2012? Can someone check that? I can't check because I haven't download the WPSDK yet.
part of the problem with XNA has always been that they have to re-do the add in code they use to make it work for each version of VS and they get that done a while after the release of the new VS version.
that aside I found that xna was never all that great, some of that having to do with the messed up games for windows and network stuff.... and the lag in updates that work with the current versions of stuff.