Azure is not bad compared to the options. Also, MSFT is throwing a lot of brain power at it (notable systems researchers from MSR). Curious what you consider is better?
random incomprehensible error messages, near constant UI timeouts and terrible UI performance and experience (artifact deployment has been "skipped"? why? no way to know), etc
the Windows VMs are also extremely slow compared to my employer's non-azure VM, with the Azure VMs having double the VCPUs, disk IOPS and RAM (despite having the same "stack" deployed on it)
The VM speed I can't comment on.