I agree. I used Azure at my last 2 companies and joined the company I currently work for right before it was decided to do a total rewrite and use AWS instead of Azure. I'll be looking for another Azure gig if/when I leave my current position.
AWS...works. But everything feels very primitive and few things work together coherently. They expect you to tie just about everything together with Lambdas instead of making various services work together well.
And some of their services are just a complete joke compared to Azure. Azure Data Factory is probably the greatest ETL tool I've ever had the pleasure of working with. Glue...does do ETL, I suppose. Event Hubs and Stream Analytics feels much nicer and better integrated than the equivalent Kinesis offerings. AWS has even deprecated their "legacy" SQL Kinesis analyzers. Now you have to write lambdas to do it.
In general I just think there's better overarching technical vision at Azure, whereas at AWS it's hundreds of independent teams that aren't coordinated well at all.