GitHub is old, but GitHub Actions are not. Indeed, GitHub Actions launched two months after the Microsoft acquisition was announced [0], and it is a half-assed clone of Azure Pipelines.
I'll be damned, I feel like I've been using GA since forever!
You're right though, just re-listened to the segment[0] and the ex-CEO mentions they were initially using AWS, then moved to their own servers because of the limitations of AWS at the time and their particular needs. Github Actions did however always run on Azure!
[0] https://en.wikipedia.org/wiki/Timeline_of_GitHub