With Amazon’s EC2 (Elastic Compute Cloud) Web Services, you can launch both Windows and Linux based servers. In our experience, running Linux serves have outperformed Windows Servers.
Either a standard Linux configuration with Linux, Apache, MySQL, and PHP (LAMP), or using Nginx as the server, or as a proxy for Apache, seem to outperform Windows by quite a bit.
A few days ago one of our clients even wrote about the difference:
Last week we moved our site from Windows to Linux. That move significantly improved performance
It is understandable that Microsoft is trying to sell Azure around WordPress, since WordPress is the largest, fastest growing platform for websites.