(Conversely, Azure's low-level performance is woeful in comparison to AWS and they're still slow-walking the rollout of their vaguely equivalent networking and storage called Azure Boost.)
Resource Groups that actually act like folders, not just as special tags.
Resources with human-readable names instead of gibberish identifiers.
Cross-region and cross-subscription (equiv. to AWS account) views of all resources as the default, not as a special feature.
Single pane-of-glass across all products instead of separate URLs and consoles for each thing. E.g.: a VM writing to an S3 bucket dedicated to it are "far apart" from each other in AWS consoles, but the equivalent resources are directly adjacent to each other in an Azure Resource Group when viewed in its Portal.
Azure Application Insights is a genuinely good APM, and the Log Analytics workspace it uses under the hood is the consistent log collection platform across everything in Azure and even Entra ID and parts of Microsoft 365. It's not as featureful as Splunk, but the query language is up there in capability.
Azure App Service has its flaws, but it's by far the most featureful serverless web app hosting platform.
Etc...