Are there any issues compared to On-Premises implementations. I also like to find out, how many tokens we need for the rewards to cover the cost of operation. I assume, more tokens staked doesn't result in higher computer resource usage?
The most significant benefit of an on premise solution is the availability of devices like the Ledger Nano S which are a proven mechanism for securing your private keys.
With a cloud provider like Azure you do not have such a straightforward means to secure your keys. In theory you can make use of their dedicated HSM but it is not as clearly documented/supported as a physical Ledger and would probably require a good deal of customisation of your node deployment.