All drivers available in Apache Libcloud have been implemented without introducing a dependency on a custom SDK. Why make an exception for Azure? Note that the complexity does not come from the Azure Python client API but rather from the Azure REST API that is in my opinion much more complicated that any other provider's.
Azure has some specific idiosyncrasies (such as deployments, certificates management, VM images that first need to be transferred to a blob container) that make it harder to fit in the simple and unified Libcloud API.
[1] https://github.com/WindowsAzure/azure-sdk-for-python
[2] https://github.com/WindowsAzure/azure-sdk-for-python/blob/ma...
[3] https://github.com/WindowsAzure/azure-sdk-for-python/blob/ma...
I wouldn't be surprised, now that it is highlighted, to see MS submit a patch to libcloud with what is needed to support Azure.