I think that's the problem I see with Azure. AppHarbor needs no early adopter program. It's great for the same reason that Heroku and Rails were great for people: if you want to get an MVP up and running, it's almost instantaneous. I want to focus on my core product first and delay thinking about seriously scaling and the other major benefits of Azure over AppHarbor.
Microsoft's programs exist because of the insane amount of features and support that have to go into their products for their enterprise customers. And its those features that really make us stick with Azure for now. Specifically, I'm talking about TableStorage, Queues and AppFabric's Distributed Cache Service. I've already had a small chat with the AppHarbor guys before. I'd definitely love to move if it made sense.
Don't get me wrong though. I definitely have my gripes with Azure too.
On the downside, deploying to Azure is a bit of a pain and its 15-20 minutes per deployment gets old, especially early on when you are deploying more often.