well, powershell DSC has been improved alot with lot of modules over the years which makes it easier to configure windows servers. so if you go with powershell DSC , with little or no effort you can use them on Azure as well.
Also the number of modules that are available for Ansible on windows is less compared to that of powershell DSC .
This is true, DSC has a larger library of modules however you can call DSC on Ansible is well. I don't mind to craft some new scripts myself - the fundamental question is which solution will be better to adopt not only for Azure but also for on-prem? Should I consider using two? One for Azure such as DSC and Ansible on-prem or just go with one or the other?