I'm guessing someone out there's thinking: Why aren't they hosting in the cloud? The cloud being either Amazon or Azure. Surely nothing else exists. Is it really possible to host your own PHYSICAL machine? Does that count as the cloud?!
In all seriousness, however, the decision (likely) has very little to do with that. They're most likely not hosting in the cloud because the current CA/Browser Forum rules around the operation of public CAs effectively don't permit cloud hosting. That's a work in progress, but for the time being, the actual CA infrastructure can't be hosted in the cloud due to security and auditability requirements.