I'd reduce it all down to: we didn't want people to use SQL Server on *NIX because we wanted to sell them expensive OS licenses & licenses for other products.
>environment no one really knows nor cares what the underlying OS is. SQL Azure thus becomes Microsoft’s answer for those who don’t want to run an in-house Windows Server just so they can run SQL Server.
Nope, not really, I do care about the database and about the underlying OS. I don't like to use Windows for web hosting mainly due to its unpredictable HDD space usage (Windows folder growth vs number of installed updates over time).
Also, in Microsoft land, it's pretty difficult to be "up to date" with everything. You install hundreds of updates for the OS, the database and other components and there are some extra hotfixes you normally get when you have a support contract with them.
There's also the issue of the performance. You need more hardware for Windows than for other OSes. I had an "enterprise" CRM we will not name which had low performance on a Windows 2008 R1 Standard. I tried to upgrade it to R2 and the CRM stopped working completely. Of course, this wasn't done on the production box.