In Exchange 2013, it became possible to have a multi-site DAG configured in an active-active model by using a third site to host the File Share Witness (FSW). Since the release of Exchange 2013, Microsoft have expressed a desire to be able to use Windows Azure as the host of the FSW in this scenario. However, limitations in how site-to-site VPNs were configured in Windows Azure meant that this was not possible.
However, recent changes to Azure have removed this limitation. It is now possible to use Azure as the third site in this scenario.
The running of production Exchange servers is still not supported on Windows Azure so it is still not possible to stretch a DAG to include a Windows Azure site.
More details can be found at https://technet.microsoft.com/en-us/library/dn903504(v=exchg.150).aspx