One of Azure's unique offerings is very large HPC clusters with GPUs. You can deploy ~1,000 node scale sets with very high speed networking. AWS has many single-server GPU offerings, but nothing quite like what Azure has.
Don't assume Microsoft is bad at everything and that AWS is automatically superior at all product categories...
Whether MS is good or not isn't really the point. If they're constrained by GPU availability, being locked in to any specific provider is going to be a problem.
Large scale sets are only needed for training. For inference, 8x NVIDIA A100 80G will allow inference for 300b models (GPT-3 is 175b) or 1200b models with 4-bit quantization (quantization impact is negligible for large models), so a single machine is sufficient.
Don't assume Microsoft is bad at everything and that AWS is automatically superior at all product categories...