Under the memorandum of understanding signed by the parties, the two companies will explore joint development of future cloud solutions in Microsoft Azure to support their respective game and content-streaming services. In addition, the two companies will explore the use of current Microsoft Azure datacenter-based solutions for Sony’s game and content-streaming services. By working together, the companies aim to deliver more enhanced entertainment experiences for their worldwide customers. These efforts will also include building better development platforms for the content creator community.
Azure's coming up on a decade old and all I'm seeing is buzzwords being thrown around, I haven't heard of any games making use of it. I guess MS and Sony being in talks of any kind is only a good thing, but it's hard to get excited about this IMO. None of the gaming sites that I've seen cover this seem to have any idea what it actually means either.
You never hear about it because developers don't like to advertise what cloud platform they're using, that gives them the freedom to move without customers complaining about it.
Games like Rainbow Six Siege use Azure for instance, lots of games use it as a backend, you just won't know unless you do some ip tracing.