What version of Phonegap are you using?
If you are using cli-6.0.0 or lower, you'll sign your Winphone app with just a Publisher ID string. If you're using cli-6.1.0 or greater, you'll sign your Windows app with a pfx signing key. I'm guessing you've added a Publisher ID, but are using cli-6.1.0 or greater -- you need to upload a Windows pfx key.
Some more info:
Thanks! I was on 6.5.0, now changing to 6.0.0 until I have time to get a pfx signing key.
This worked for me a couple of weeks ago, but no longer seems to. I am using 6.0.0 and previously I could use my Windows publisher ID string, but now that option is no longer available and windows does not show up on the list of builds. Did phonegap build change recently to no longer support this option ?