In fact, the functionality of Qlik Sense won't change if it's installed on top of Azure or AWS, or other cloud providers.
I have made myself similar question a while ago. I have chosen AWS, and let me tell you why. I had 3 major points: security, flexibility and control over the environment. Both providers are definitely secure. Keep in mind that security in the cloud is a shared responsibility. So the providers ensure the infrastructure is secure, while we secure the app itself (cyphers, protocols, firewall, encryption, etc.). When analyzing the granular control and flexibility both could provide, AWS was the path to go as it's a more mature platform.