I have limited experience in both. We use Datadog for VM and database monitoring. When I worked at a place that was all in on Azure, application insights was

I have limited experience in both. We use Datadog for VM and database monitoring. When I worked at a place that was all in on Azure, application insights was so we needed because we had no dedicated VMs just all built in Azure services (Cosmos, queues, blob/table storage and functions etc)