VPS/RDPs are basically your computer in the cloud. You can keep your own computer safe by performing all the experiments in the RDP/VPS.
Azure is just another provider like AWS. People (on forums like C.to) use it for cracking mainly and whatever unsafe tools they want to use.
However, BTC clippers can still affect your main pc even if the tool is present on the RDP.
I DO NOT OWN ANY SERVICE.
IF ANYONE CLAIMS THE SAME, IGNORE THEM AND DO NOT ENGAGE.
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BEWARE OF IMPERSONATORS. ALWAYS CONFIRM ON THE FORUM