I wish SQL Server had the option to support multifactorial authentication.
I know later editions of Active Directory support it but that presumes Windows only authentication.
As to the comment about Microsoft's ideal world being one where you stay in their stack. Imagine you are a software vendor whose portfolio covers most if not all of what your business customers require. Wouldn't you want that? It's not as if Microsoft products don't play well with other vendors products.
Because I pre-date Microsoft I remember what it was like in the early PC era so I've never understood the rabid Microsoft hatred. I quite like Linux but I'm not offering to have it's babies. I quite like some Oracle products but detest the licencing approach, particularly with regard to big data. In fact most vendors have something to offer even if it isn't what they want to offer you!