In their defense, Azure's target is not startups or 'hackers' with a toy app. In fact, it makes no sense at all pricing-wise if you only run a single webserver and database. Their pricing covers a large and growing set of features.
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.