Man, you should have been there 6 months ago when they decided to start tearing down GitHub's own data centers and move everything exclusively to Azure. Seems they themselves realized this after they started moving, but imagine if you could have helped them realize this before they even started :)

I mean, amazon (shopping, along with prime video e.t.c.) runs on AWS.

This isn't a mom and pop shop. They have locations all over the world: https://datacenters.microsoft.com/

There's no intrinsic reason they should be vulnerable to themselves.