What keeps me from using it? Linux and Python.

I use a lot of Python for my ETL as opposed to SSIS in Azure. Even before I moved to Azure, I still used a lot of Python with SQL Server and with SSIS to streamline data into the system. For example, most of my data comes from various API's that Python is used to load data parallel directly into the database.

I do have AD integration with my Azure solution today. But with the IP based firewall and certificates, it makes securing those authenticate users better.