To be fair, Azure is not exclusively for gaming. It is supposed to be a multi-use system that just happens to incorporate functionality that works with cloud gaming. By turning it into an exclusive, closed platform, they limit its uses in other fields.
Edit: Just to make it clear, Microsoft Azure is about five years old now, and has been incorporated into many major sites and services with server farms all over the world dedicated to the service. It is something that the use of can be purchased for, and has actually been incorporated into the Xbox online infrastructure since the 360, among many other uses not at all related to gaming. Although yet another use has been found for it, it is way too late and a huge step backwards to consider limiting the use of it. Microsoft is trying to expand Azure, and the idea of cloud based gaming is simply another step in proving its usefulness on a larger scale.
The only reason I see the question even being asked is because Azure was being tossed around as some buzzword after details on Crackdown 3 were revealed as if it would suddenly be Microsoft's ace in the hole, coming out of nowhere to change gaming forever. Amazing what you can learn spending even 60 seconds skimming the Wikipedia article for it that makes the shallow necessity for continuing the worthless console war seem even more ridiculous.
