With regard to their "what if all the cloud providers block us" issue, it's is a good indication that they're fine. (Page 30 "We rely on third-party hosting providers that may be difficult to replace.") I don't think that's a serious risk.
For the Github thing, you're right, it's a different situation.
I'm sure Azure would welcome competitors to use their product - same way AWS welcomes Netflix. A good analogy would be Amazon switching from Oracle to AWS based solutions. In which case, they do have something to worry about.