I always found it strange that AWS seems to have 2-3x as many products or services as Azure, but it has these bizarre feature gaps where as an Azure user I think: "Really? Now? In this year you're finally getting this?"
(Conversely, Azure's low-level performance is woeful in comparison to AWS and they're still slow-walking the rollout of their vaguely equivalent networking and storage called Azure Boost.)
I've only used azure a little bit, and mostly liked it - but I'd love to know what kinds of things you're referring to here (mostly on AWS only, so probably I don't even know what I'm missing out on).
What Azure has that from what I've seen AWS does not:
Resource Groups that actually act like folders, not just as special tags.
Resources with human-readable names instead of gibberish identifiers.
Cross-region and cross-subscription (equiv. to AWS account) views of all resources as the default, not as a special feature.
Single pane-of-glass across all products instead of separate URLs and consoles for each thing. E.g.: a VM writing to an S3 bucket dedicated to it are "far apart" from each other in AWS consoles, but the equivalent resources are directly adjacent to each other in an Azure Resource Group when viewed in its Portal.
Azure Application Insights is a genuinely good APM, and the Log Analytics workspace it uses under the hood is the consistent log collection platform across everything in Azure and even Entra ID and parts of Microsoft 365. It's not as featureful as Splunk, but the query language is up there in capability.
Azure App Service has its flaws, but it's by far the most featureful serverless web app hosting platform.
Don’t forget, you don’t pay for a stopped vm in azure! You only pay while it is running. This makes things like dev environments much more affordable, since you won’t be paying for nights/weekends.
(Conversely, Azure's low-level performance is woeful in comparison to AWS and they're still slow-walking the rollout of their vaguely equivalent networking and storage called Azure Boost.)