What is the better way of learning than playing? Playing the games will put you in front of many different real-world challenges and often require hands-on experience to solve it.
The content of the games is based on the work that is produced by the Azure community. Playing the games will give you a chance to learn more about the authors.
Who doesn't like playing games? Ok, Azure Games are probably not the most entertaining games in the world. But they are about Azure, and using Azure and learning about it is always fun.