Comment by dpifke
Good thing Microsoft has never been evil. Otherwise, one might be concerned about locking up your project's history in Github's/Microsoft's proprietary issue tracker (embrace, extend, extinguish!) rather than open source tools like Git that you can migrate out of.
Oh gosh yes, that sure would be dangerous to lock everything into Github. I've never worked on a team that did so, though. To be honest, I've never used Github's issue tracker at all. Seeing as PRs are also commits when they merge, PR-level tracking migrates just fine to any other system you'd like.