I agree with you Andrew.
It also doesn't help that every time I think I partially understand most of the features they add in something new or I find a feature that existed that I just never used before like service broker (just recently got that set up and it was an interesting battle but it seems stable now).
At my work, we are an all on-premise shop. So I have no azure experience. We are also a fully SQL Server Standard Edition place so I don't get to play with the fun things like columnstore indexes or in memory OLTP or partitioning. And we haven't switched to 2016 yet so I am out of the loop on R.
It almost makes me feel old.
The above is all just my opinion on what you should do.
As with all advice you find on a random internet forum - you shouldn't blindly follow it. Always test on a test server to see if there is negative side effects before making changes to live!
I recommend you NEVER run "random code" you found online on any system you care about UNLESS you understand and can verify the code OR you don't care if the code trashes your system.