So... I don't mind this. Learning via a toolset is an OK approach, in a lot of cases. I personally like it. Realistically, a big part of basic competency is familiarity with a functional toolset anyway. Some people will expand their toolsets later.
Also, if MS succeed in providing good learning tools as a way of creating demand for their services, this is cool too. Ideally AWS and others will continue to do the same, and there'll be an incentive to create and maintain free courses.
If you want a more general/abstract course, these exist too. This just isn't it.
Based on a quick glance I'd say the course wants to get you to a point where you connect to data, do a little cleanup coding, use it to build a model & then turn it all into a web service. It probably has a little bit of stats & ML "theory," but not a lot. This is useful if its useful to you. If you're mostly interested in theory, this just isn't for you. Try the big coursera course, maybe.