However there is an overwhelming trend towards hosting key parts of your infrastructure including data storage. Managing a database is surprisingly difficult in particular at scale.
As the only source of DocumentDB is as an instance within Azure you are limited to that vendor. You can obviously take redis/monogo/couch and put them on any 'cloud' providers infrastructure as needs be.
Not sure if your interpretation of his point was wilfully incorrect for some reason, but it was quite obvious what he meant.
I wouldn't tie a product to a single cloud vendor.