Counterpoint: They're both huge trash. They both have advantages over the other (the API is just better for Azure IMO), but those advantages pale when viewed through the lens of how bad both platforms are. If you can use anything else you should do so.
Given that, having a discussion about which is less bad and how isn't very useful. When viewed holistically, they are both bad.
Honestly, for my personal needs I just use the smaller hosts: Scaleway, Hetzner, maybe DigitalOcean or Vultr. Actually right now I'm using Time4VPS (a regional host) because of some nice yearly discounts. I choose Debian/Ubuntu LTS and install Docker or another OCI runtime and run containers inside of Docker Swarm or Kubernetes (K3s), with something like Portainer or Rancher for graphical management.
So in a way, I'm building my own PaaS solution (well, more like launching existing turnkey solutions with minimal to no customization), since I just don't care about getting vendor locked.
For example, managed databases are cool, but a PostgreSQL/MariaDB container is pretty close (for my needs) anyways. Fancy load balancers are awesome as well, but most of the time I need little more than Caddy/Nginx/Apache to act as my ingress with Let's Encrypt (DNS-01 challenge or cert directory shared over NFS or soemthing). Updates? Just bump a tag after backup, validate if works, restore if doesn't. Crashes? Automatic health checks and restarts, or maybe notifications to my Mattermost instance/e-mail if I'm feeling fancy.
And if I want to migrate elsewhere, I just carry over the bind mount directory, launch the containers with same config there and update DNS records, monitoring, backup config. That's it.
That said, self-hosting most of your stuff is great, but lots of people rightfully don't care and don't want to bother gaining that skillset, which is perfectly fine. Use whatever works for you, even managed Kubernetes is a good step to avoid vendor lock if you use containers. Or, you know, use whatever your corporate dayjob setting mandates.
Given that, having a discussion about which is less bad and how isn't very useful. When viewed holistically, they are both bad.