Not to crap on MS, but I do think Linux has traditionally just been a better operating system for servers, probably due to the fact that that's where most of the funding for Linux ends up going, with the desktop versions of Linux being sort of secondary.
It doesn't help that a lot of serverey software is kind of designed with POSIX-ey stuff in mind. Node.js took awhile to get Windows support and ZeroMQ's Windows support doesn't support IPC sockets. Hell, in the little bit of testing that I've done with this, .NET Core is faster on Linux than Windows.
This isn't to say Windows is "bad". I'm personally not a fan but plenty of smart people I know like Windows better than Linux. It's just to say that, for the domain that Azure fills, Linux is often a better fit, and if MS wants to compete with AWS, it would be borderline-idiotic not to support Linux.