The whole point of using Azure OpenAI over plain OpenAI is the fact that your data doesn't get donated to OpenAI for training (this solves "compliance" for enterprise customers that need it), which you're not solving (because you obviously can't run the OpenAI models in your own data center).
The whole point of using Azure OpenAI over plain OpenAI is the fact that your data doesn't get donated to OpenAI for training (this solves "compliance" for enterprise customers that need it), which you're not solving (because you obviously can't run the OpenAI models in your own data center).