Disclaimer: also very anecdotal: However, most things are way worse than either GCP or AWS.
Azure is just now rolling out availability zones. There are strange constraints everywhere, like you can only use premium storage accounts with specific VM types. You cannot use the same premium storage account for blobs. In general, not all configurations of skus for storage accounts, vms and disks are supported.
You need to match availability set skus between scalesets and load balancers.
If you connect an internal 'standard' load balancer to an instance, then it cannot reach the internet anymore. You can only attach one internal and one external load balancer to a scale set. You can't use the internal load balancer to loopback (same as internal AWS NLBs, but AWS has other options).
And so on. It all seems poorly integrated. Budget 5x as much time for a similar deployment on Azure as compared to AWS or GCP. Add more buffer if you need flexible automation, as you'll bump into those edge cases often as people change parameters.
They have a ridiculously huge amount of features compared to the other two major cloud providers, but integration between them is iffy. It is improving.
AKS seems pretty good, although it's still new and people are reporting issues. But it is promising, you can actually tweak quite a few things, and I have high hopes for the compatibility story (even more so than GKE). AWS's EKS is a marginal implementation at best.
On Azure AD, the tables are turned: it's AWS that provides an inconsistent story. There are many options, none are as well polished compared to Azure.
They did learn from some AWS mistakes. But technically speaking they have a bunch of polishing to do.