And Linux - every Azure blade has an embedded ARM SoC running a hardened Linux with various daemons that interface with both the Azure backend and the Windows host, control offloading of network and storage processing to the FPGA, and other tasks.
At least their managed Postgres service is running on Windows machines. I don’t know much about Azure but after seeing that I’m pretty convinced that most services they offer run on a Windows kernel.
Many of their PaaS platforms are controlled by Service Fabric running on Windows. For example, Azure SQL Managed Instance is in this category. You can see the "SF" paths in a few places.
I've been learning a bit about Service Fabric recently. It seems to predate Kubernetes and appears to scale far higher because it has native support for partitioning large clusters by "tenant id hash" or similar keys.