It's simple. Some people don't want their open source projects hosted on a site owned by Microsoft, a company that extremely hostile to Linux and open source for several years was, spreading a lot of misinformation and engaging in many shady actions against it. Now, if you migrate from Github to an Azure-based platform, you are indirectly supporting Microsoft, and some people would prefer to avoid that. I don't think anyone expects MS to meddle with their data in any way.