It is possible that you are experiencing some challenges with using Azure's OpenAI because of the setup process and additional fees. However, it is important to note that there are some differences between using OpenAI's models directly from their website versus using Azure's OpenAI services.
When you use OpenAI's models directly from their website, you are essentially using their API directly, and you only pay for the usage of the API. However, when you use Azure's OpenAI services, you are using a managed service that is built on top of OpenAI's models. This means that you may have to pay additional fees for the managed service, and there may be a setup process involved to configure and use the service.
That being said, there are benefits to using Azure's OpenAI services, such as easier integration with other Azure services and potentially better performance and scalability. It ultimately depends on your specific needs and requirements.
If you are unsure about the setup process or have questions about the fees, I recommend reaching out to Azure support for assistance. They can provide more information about the specific requirements and costs involved with using Azure's OpenAI services.
Hope this helps :-)