Often there are proprietary solution to proprietary problems you would otherwise not have in the first place.
I used AWS for a long time but I am back to hosting myself. What arcane network requirement would that entail? I don't think there are benefits even for government scale problems.
The private links in Azure are particularly specific.
After you translate the vocabulary, the process is pretty similar until you get to security items, like ACLs or packet-inspection firewalls. You're still setting up VLANs in the form of subnets, routers in the form of transit gateways, sites in the form of VPCs, inter-site connectivity through peering connections, you get the idea.
If there's one thing I've learned in my IT career, it's that most "new" ideas are just rebrands of existing concepts, and that the real expertise comes from being able to translate marketing-speak into concrete, interchangeable fundamentals. Public Cloud is, largely but not entirely, no different in this regard.
The networking stack in Azure or AWS are so different that they require a different mindset to work, especially securely. If your networking needs are simple you are very lucky.