This is not just Azure (although the proprietary bit is true, that's basically souped-up Pluton), but basically most high-end HSMs deployments, including at major could providers (Google Titanium, AWS CloudHSM). There is even a built-in battery to ensure this happens (https://docs-cybersec.thalesgroup.com/bundle/v2.21-cdsp-cm/p... https://nshielddocs.entrust.com/security-world-docs/hsm-user...).

I have even heard of a major cloud service mandating absurd earthquake-proofing (to prevent any movements inside the datacenter and triggering an HSM reset) but I cannot find any verification regarding this (maybe this is ultimately an urban legend).