My biggest gripe is that some Azure stuff seems to be available only through powershell, which is hard to install and configure (I think) in certain corporate policy-infested environments.
(There’s also the Az CLI tool, which I don’t like as much as the Az PowerShell module but might be easier to manage in an environment like that.)
You have Azure Powershel Cmdlets (the old 5.1 based, and the new Powershell Core based), AZ CLI (in Python), AZD CLI (in Go).
The only one that offers full power is actually the AZ CLI one, e.g. some Kubernetes features aren't exposed in the others.
[0] https://learn.microsoft.com/en-us/cli/azure/what-is-azure-cl...