There's no such thing as a managed service so proprietary that it can't be essentially cloned by another provider. I remember people making the same claims about S3 long ago, and yet there are multiple providers of S3-compatible file storage services now.
Microsoft's Azure provides migration tools for people wanting to leave Amazon's AWS, and they are not alone.
Amazon tends to be (in my opinion) a few years ahead of everybody else, and different competitors focus on different areas of competition, but migrating away from AWS isn't really as hard as the "proprietary" label might make it seem.