Moving SPP from VM to Azure Datastore

I have a client with 3 SPP appliances in their VMware setup, and they are looking to migrate to Azure. 

Their first question is whether or not they would be able to simply move the VMs to a datastore that lives in Azure, and if so what benefits that gives them.

If a simple lift and shift like that would not be feasible, what is the process for moving to Azure? Is it possible to take a backup of an on-prem VM and use that in the setup for an Azure appliance?

This is in the Federal space if that matters, so they won't have access to the Azure Marketplace.

Thanks,

Andrew