I suspect that those working on Windows are a different department entirely from those who handle Azure stuff. So while they're maybe encouraged to use Windows, they tend to favour what works best for them - which in many cases is Linux.
That is not a server OS.
And I would assert it is Linux based instead of another firmware RTOS, because of licensing and yeah, if you want to be pedantic Windows was never designed to fit into the firmware of a network card.
If you want to be pedantic, nor was the linux kernel.
There are lots of stuff running a "Linux kernel" that have little to no resemblance to a default build from upstream.