Maybe it is also a "wanted - unwanted" Feature. :)
Means, use SaaS Sharepoint instead of IaaS is the intention of Microsoft.
And for Backup the Sharepoint on IaaS you are forced to have a bit more effort instead of making it to easy. But i guess MARS Agent is not that hard to manage and roll out for the Backup if needed. Maybe also use Azure Policies or a Config Management Tool like Powershell DSC to achieve this goal easier.