Make the things clear..

Just in case you are asking these questions.
We know it's a framework like XNA about game making which support Xbox360 etc. but :

1) Is XNA GSE is a Game engine ?

2) Is there features like : collisions, physics, tilemaps, particles, scripts, network libraries ?

3) In what way concretly XNA GSE will help me to achieve games better than others middlewares like BlitzMax, Torque Game Builder, Haaf Game Engine, ... ?

Well, here are the simple answers:

1) Not a game engine. It's a framework.

2) These aren't features that are built into the framework, but developing these kinds of things are easier with XNA. Also, other people have started projects which implement these. For examples, this site http://www.xnaresources.com/ gives some tutorial of how to make tile engine with XNA GSE.

3) You have more control over how things work? I guess because it's a framework, YOU decide how the game will run.