One of the benefits of Microsoft SQL Azure over an on-premise or VM installation is built-in resiliency. In a typical on-premise/VM installation your database lives on a single server, with all the single points of failure that brings to mind. SQL Azure, on the other hand, always has 3 or more replicas assigned for each database. This allows it to weather issues like network glitches and commodity hardware failures with no administration and little to no downtime.
Finding good, detailed articles about this has been difficult. Here’s a couple I found: