Well, when you're already paying Microsoft $/user/month for Intune, Teams&co. you might as well use Azure too.
Only one vendor relationship to manage, and I suspect you probably have to spend far less money than you do with AWS to get some personal attention.
Anyone that's had to deal with Microsoft will tell you this means nothing
If you can even get attention from someone, you'll be bounced between teams and people who barely know the products they are "supporting"
Don't get me started on the Azure and O365 management portals
The only worse support experience I've had was with Oracle where it could take days just to get the boilerplate "send us your logs" response on a Sev1 issue, despite the logs already being provided in the initial ticket
In both cases, this is while at F100 companies with millions of dollars of licensed software and premium support contracts