They're not corrupt (in a lot of cases), mostly just ignorant. Like, they don't understand the tech, and microsoft is safe, they're already using it so handing over large swathes of their infra to them seems reasonable.
MS have wonderful sales people, and this is why they do well with governments and large enterprises.
There's also a co-ordination problem, in that all of your counterparties (like your citizens, for instance) are familiar with MS and therefore it costs a bunch locally to move, for little short-term reward.
This is actually a place where (good) regulation could derisk a lot of these changes, but you'd need a committed group of politicians who can convince the civil servants to keep at it. It'll happen, but slowly and in starts over the next 5-15 years.
If they transfer this to sovereign providers it would cost Big Tech serious money. So they're quietly lobbying to slow down the speed at which European nations are moving away from them.
Yeah, this is definitely really important to them (not important enough for them to comply with the laws, but whatevs).
If this continues the company will see a lot of customers leaving. And they were already in a bind since Europe is finally realizing that its dependence on American tech could be used against them.