There will undoubtably be a number of good responses here to your question, but I'd like to share my opinion. For me, the answer comes down to tooling. I make frequent use of Integration Services, Reporting Services, the Server Agent, Profiler, and other services I'm not remembering at the moment. In my mind, SQL Server represents an ecosystem of tools and services that are simply part of the package (no additional cost) and are fully supported and integrated as part of a comprehensive suite.

I love pgsql and it has some features that SQL Server does not, but SQL Server also has a range of features that pgsql does not including index-organized tables, automatically-updated materialized views, much more mature support for query parallelization, etc. Lots of the discussion in this older thread is still relevant: https://news.ycombinator.com/item?id=9464505

Edit: fixed link.

I think this product in targeted to companies who already have a MS-SQL database, and now can consider use Linux.

^^^Or even move their on-premise or NOC'd IIS servers into Azure's Linux environment.

ding ding ding

If they ported query parallelism across CPU cores as base MSSQL on Windows has, that would be a significant differentiator for those in the DWH / analytics space.

Its also likely this is a attempt to keep customers on the MSSQL platform who otherwise don't have a need for a commercial OS, and may be willing to keep paying for MSSQL while cutting their OS expenses.

Postgres added query parallelism in 9.6!

Correct, but for a limited set of query plans. It does mean progress is being made however.

Licensing fees.