I'm assuming all cloud providers have vulnerabilities discovered, reported and patched all the time, as it happens in any complex set of software.
Do you have any link where the cloud providers are compared to show that Azure in particular has a higher rate or are you just making unfounded speculations?
Is a good starting point. No other big cloud provider has had vulnerabilities that allow crossing the tenant barrier, and Azure has had two of them. If you read the details, both of them are simply unacceptable - especially the second one is trivial and shouldn't have passed any sort of security review.