Windows/Azure has a bright future and .NET does not. Learn as many as platforms as you needed for your career, it's not on Microsoft's favor to push only .NET to developers when they can earn billions if they support all developer tools, regardless if it come from them or not. Developer's tools from across all platforms, be it programming language, database, and heck even an OS, are all given equal treatment with Azure, it's not partial to .NET nor Windows only.
And if in 1999, the necessary technology and infrastructure for building clouds(e.g. Azure, Amazon, Heroku, etc) were already available then and ready for prime time, Microsoft doesn't even need to create a better Java (read: .NET) to earn billions and developers mindshare. That's a food for thought.