They offer a full ecosystem where everything integrates with everything else, especially the central pillar of identity. But you will pay for that in more ways than just money or lockin. If you work with their solutions, the more you dig into them with the help of MS people, the scarier it gets. So many "holy cow" moments.

Businesses choose it because it works with what they already have, the existing tools, processes, skills and because Microsoft was always a safe choice by virtue of being almost implicit. They choose Microsoft because they're already deep into Microsoft, it's the option carrying the lowest risk and lowest short term cost.

Switching to Linux is complex, expensive and risky. The transition is long and expensive, plagued with teething issues, your MS focused knowledge is redundant, the patience of your sponsor can run out before the move delivers anything of impact. Who wants to take such risks when they can just not rock the boat and call it a day?