I've been recently struggling to use Microsoft's Azure platform (which has been an unfathomable pain in the ass). One early thing I noted was how the authentication was unexpectedly more difficult than I expected. Most web APIs I've used simply send some API key either in the URL or as an HTTP header.
I was under the impression that as long as you used HTTPS (or a similar form of encrypted communication), this would be plenty sufficient (and that was the gist I got from somewhat similar questions, like this one).
Yet, Microsoft seems to want me to use some very complicated Active Directory approach. What advantage does this have over a simple API key?