The Azure SLAs state that neither the chats are stored nor used for training in any way. They are private and protected in the same way all the other sensitive data is stored on Azure.
On top, you might argue that Microsoft and Azure are easier to trust than a still rather new AI startup.
I agree with your points. Having said that, Microsoft removed my Azure OpenAI GPT-4 access last week without warning. I was not breaking any TOS. Oh well, pointed back at OpenAi.
6 x 1000 token calls per day, for a news bot (listed use case at application).
I think what happened is the azure subscription was converted from a (multi year) promotional subsidy/discount to a full pay as you go subscription. No change to sub id. Payment methods OK. Everything else continued working, but openai gpt-4 access stopped the next day.
I’d rather use the Azure version because they promise 12-month sunsets vs OpenAI 6-month sunsets for model versions.
You should contact support and if you're up for it document how that goes.
Azure is mostly better for production: the developer experience is awful and the default filtering is more aggressive, but you get dedicated capacity by default which improves latency (something you need to negotiate with OpenAI's sales team for otherwise)
On top, you might argue that Microsoft and Azure are easier to trust than a still rather new AI startup.