Office has a port to Mac that is perfectly fine. Teams has a port to both Mac and Linux. Azure is a cloud service, but most of its development tools that I've used had Mac clients. I don't know anything about BI so I can't speak to that.
Office even has a web version that generally works fine. I ran it on Brave browser in Linux last week. Teams browser also works fine, I use it to talk to my parents.
I don't think your examples are good on this.
It feels like you shifted the goalpost, since you were initially complaining about WSL making it easier to stay within Windows.
Even still, I don't even know that I agree with your updated point. I've imported docx files into Google Docs, LibreOffice, Pages, and OnlyOffice. There's varying levels of success, but generally they all work fine. It's really not that hard to migrate from Azure to other platforms.
Even if I granted the lock-in here, I'd argue that it's different than the EEE thing that Microsoft is infamous for. I'm not a fan of vendor-lock-in either, but it's different than actively trying to kill standards.
The client almost doesn't matter anymore. The real lock is on the server side, at least if you are a company.