For some of us, being completely locked in is an explicit objective. We brag to our customers about the fact that our only major technology vendor is Microsoft. We use AWS but only incidentally for things Azure isn't fantastic at right now.
It's nice not having to constantly think about what to paint on the canvas. If you allow them to, Microsoft can completely guide your IT journey. If you don't constantly dig your heels in and keep your arms and legs inside the ride, this generally works out. The part where it gets shitty is when you absolutely insist on fighting against their patterns. You may win in the short term, but you have to be prepared for the long term effects and downstream frustration.
A good example of the "don't fight it" for us was throwing away our custom logger in favor of Microsoft's application insights crap. I don't like it in nerd terms (because I still think the custom system was better in most ways), but in business terms, it's infinitely better for all involved - The chances I can find someone on LinkedIn who can manage my Azure logging infrastructure are infinitely greater than finding someone who has experience with my custom logger's private repository.