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They allow you to have native RDMA[1] for your VMs, something neither amazon or google will give you. As an oldhat Linux/Unix guy, it is somewhat amusing to think of Microsoft's cloud offering as the high perf one, but the facts don't lie. If you have true HPC style workloads such as bioinformatics, oil/natgas exploration, finance, etc, the extra node to node communication bits are necessary. The QDR fabric they have has a native speed of 40 Gbps. It is a shame they don't have FDR (56G) or EDR (100G), but still is quite impressive depending on your app. This also could be a game changer for large MPI jobs.

In short, there are reasons, they likely aren't ones that matter to you, but they exist (as I type this from my RHEL7 work desktop!)

[1] https://docs.microsoft.com/en-us/azure/virtual-machines/wind...

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