I am having the same problem as everyone else. The link to people.live.mail seems to be for Outlook users, not live.mail.
In live.mail,on clicking on clean up contacts, the message is
The requested URL "**https://profile.live.com/cid-4834ffd6e1f68ecd/contacts/matches**" cannot be found or is not available. Please check the spelling or try again later.
I am using Windows 8.1 in a new laptop.