Fine-tuning is coming soon for GPT-3.5-turbo and GPT-4 from both Open AI and Azure. Still, I don't think many users will need it.
Fine-tuning is not a solution for getting fresh data as you would with RAG, unless you are planning to run your entire fine-tuning suite for every new document. It can help improve accuracy a bit when you need to specialise the model for a very specific domain or modality. In practice, this is rare and unnecessary for most use cases building on LLMs.
The counter argument to your assertion (my own opinion, not Microsoft's) is that the reason you hear so much about fine-tuning from everyone other than Open AI / MS, is that they offer less capable models that can't reliably produce the same quality of results without fine-tuning.