Using their own platform instead of a commercial competitor that is also closed source is concerning?! Would it also be concerning if github hosted their open source projects on github instead of on codeplex?
Well, for one, their git integration is just bad. Looks like it only supports https password auth. Also I would really miss markdown integration after a while.
Worth noting that the Azure SDK [1] was released on GitHub over a year ago with the same attributes. The move to Codeplex is concerning.
[1] https://github.com/WindowsAzure/azure-sdk-for-node