SQL Server was developed for the Microsoft Windows operating system. In a few years, Microsoft has made strides in embracing the open-source community and providing support for both Linux and Mac OS. The latest versions of SQL Server run on Linux natively and will run on Mac OS within a Docker container.
MySQL supports all major operating systems, including macOS, Linux, and Windows. While classically associated with Linux (as part of the famed LAMP stack), it will run on Windows as well.
Cost Operating System
If you need a more powerful feature-set, you have to pay for it. On Microsoft's pricing page, you can pay between $931 to $14,256 per core. There is a vast discrepancy in pricing here, and your business needs will dictate how much power you need.
For a full feature set (as well as Oracle support), you have to pay for it. According to the latest pricing, this can run you anywhere from $2k-$10k per server yearly. There are three different tiers (Enterprise Edition, Standard Edition, and Cluster CGE). Selecting between them largely depends on the difficulty and scale of your data needs.
Major cloud providers (Microsoft) is also the Developer of SQL Server. While all three providers offer healthy choices.
Like MySQL, you could also pay to run Windows VMs in the self, and cloud-host SQL Server. It also comes with the same expertise requirements and additional cost concerns.
Oracle (owner of MySQL) ALSO provides a cloud offering for MySQL. It might be a benefit to exploring because of Oracle's native support of MySQL. However, a SQL database is an only single piece of a software architecture landscape. A system also requires computing, storage, and security services. Oracle's not currently a market-leading competitor for providing cloud services. For that reason, Oracle's cloud may be a precarious choice for hosting MySQL.