Because Microsoft isn’t signing big clients on to it anymore, as they are slowly trying to transition (it’s very early days still) to GitHub Enterprise. They probably won’t talk much about it until the missing features are replicated, but it’s coming. (Based on anecdotes on previous threads about Azure DevOps, and the fact that GitHub is a bit more user friendly).
While technically you can do anything, there's no community discovery of CI scripts like with GitHub.
Afaik there isn't a Checks API equivalent, or it's not uses by the limited range of built-in CI functions.
And finally, the caching is terribly slow. It's faster to reinstall packages than to cache them, meaning you can't run a build in less than 3/4 minutes.