(Disclaimer: I work in the cloud organization at Microsoft, and these are totally my own thoughts and opinions and don't reflect any kind of inside knowledge I have. I think I can say that provisioning LLM capacity and GPU's is something we basically all have a tremendous amount of passion about.)
Do you believe Microsoft can actually make the same promises and keep them? You don't have to answer the last question, of course, but please think about it. It doesn't matter where the LLM is located but who controls it and who holds the resulting data.
"The CLOUD Act asserts that U.S. data and communication companies must provide stored data for a customer or subscriber on any server they own and operate when requested by warrant, but provides mechanisms for the companies or the courts to reject or challenge these if they believe the request violates the privacy rights of the foreign country the data is stored in."