They have their own datacenters, telco infra etc b/c if Amazon, Azure or GCP goes down they want to be able to say:
"They all went down but PagerDuty alerts still went out to our clients".
In other words, there are examples where managing your own infra IN ADDITION to using cloud services is adding extra tolerance for giant failures in the tech suppliers.
That is, the entire point of PagerDuty is to notify you if your services go down. It seems like it would be colossally stupid if PagerDuty were to say "Sorry we weren't able to notify you about your cluster on AWS going down, because we're on AWS, too!"
For other businesses, I feel like the exact opposite incentives are in play. I've seen this in practice: "Yeah, sorry boss our service is down, but there is an AWS outage, so half of the Internet is down - not much we can do about that!"