Eh Azure's performance (and particularly perf/price) is way off in general. It's weird (the SSD model is just dumb). Windows VMs on Azure regularly get "lost" on reboot and require several resizes to come back. I've been using Azure for a couple of years and it still remains just, well, messy, to put it politely.
I don't think it says anything about their stance on Linux that AWS and Google do a better job.
If the Windows VMs on Azure are just as slow then that's the textbook definition of "first-class citizen." Your point would only stand if Azure ran Windows VMs as-far-as or faster than their competition, but ran Linux VMs much slower.
I don't think it says anything about their stance on Linux that AWS and Google do a better job.