Peter - I spoke briefly with one of our sales engineers who confirmed that the Sales Engineering team run many of their POCs on Azure very successfully, and we also have several customers running on the cloud.
I would suggest to exercise the same diligence you would apply to setting up your cloud infrastructure for any application - there are no unusual gotchas with Data Platform.
@jasonlu - are some of the Data Platform deployments you have been working on in AWS or Azure?
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The install wizard requires a service account and password combo. That can be either a local SQL account or an AD account, so I don't Azure SQL is supported.
The config tool for authentication assumes either local auth/ or LDAP. You then have to give is a bunch of ADSI filter stuff to point it to the right part of AD.
In summary, it's built for a normal Active Directory and not Azure AD.
If you have standard Active Directory, with a bunch of Azure virtual machines, and a SQL server installed on an Azure VM (NOT AzureSQL) then that would work. I've installed with this configuration a few times.
