So just remember the only difference when analyzing settings is the difference in Query Store Capture Mode. For Azure it is set to AUTO whereas with local installed SQL Servers it is set to ALL.
What does this mean? ALL means that it is set to capture all queries but AUTO means infrequent queries and queries with insignificant cost are ignored. Thresholds for execution count, compile and runtime duration are internally determined.
Read on to learn more, including how to change these settings.