The devil is in the details. For example, OAI does not have regional processing for AU [0] and their ZDR does not cover files[1]. Anthropic's ZDR [2] also does not cover files, so you really need to be careful, as a patient/consumer, to ensure that your health, or other sensitive data, that is being processed by SaaS frontier models is not contained in files. Which is asking a a lot of the medical provider to know how their systems work, they won't, which is why I will never opt in.
There is no way to upload files as a part of context with Azure deployments, you have to use the OAI API [0], and without having an architecture diagram of the solution, I am not going to trust it based off of the known native limitations with Azure's OAI implementation.
The models are licensed to Microsoft, and you pay them for the inference.