I have two central mottos (motti?) 'Always be learning' & 'Know something about everything and everything about something'. The problem for me is the direction: broaden the base or deepen the knowledge. There are still many features of SQL Server I only know about in theory (clustering, merge replication, master data services, tabular models to name but a few) and there are many features I'd love to become an expert in (cubes & MDX, Python, statistics, learning in depth what all of the performance counters & query plan operators mean and so on).
What is hard is choosing. Normally I alternate between learning a new field and deepening a field I'm already familiar with. What is hard is knowing which of the new fields to do next. I was very excited when In-Memory OLTP was anounced in 2014. A new paradigm. It seemed like one of the truly groundbreaking developments in SQL Server. I convinced my boss to let me do a 6 week project on it, I was assigned a server with 300GB RAM but it was disappointing. The technology turned out to be half-baked (too many things that weren't supported then). The end-report didn't live up to my initial belief that this was the future of SQL Server.
And then finally there is the aspect that I have to choose between the company and the technology. I like where I work but the scope to try new technology is limited. Yes, I may undertake projects on technology new to the company and that is great. However, the company is too small for large-scale architectural experiments (say, trying to separate as much as possible the reading and writing of data with Always On or replication, keeping hot tables as small as possible by means of an integrated archival system with every table storing either hot data (say, data from the last year or two) or cold data (data older than that).
And there is Azure looming ever constantly, like a dark cloud on the horizon. I should master it, as it is here to stay, as you have suggested. I just wish I could go back to me aged 18 and lay out a roadmap. I wanted to go into medicine as a youth...