The cloud fact should report Azure on the Windows platform, just as it does on Linux.
(Reported on Puppet Community Slack that this still doesn't work on Windows.)
Linux support is added at https://github.com/puppetlabs/facter/blob/fc6036de9b4159a5f979d6c0216d20d86437f930/lib/src/facts/linux/virtualization_resolver.cc#L32-L50 as part of
FACT-1441 / https://github.com/puppetlabs/facter/commit/75b5e2d81ccc5cb6f2cfcf7c6d92678a668fdbde
However the equivalent Windows code was never added to perform the same check.