We recommend Azure Sphere for embedded developers who need to build highly secured devices fully prepared for the evolving cybersecurity challenges of the internet for MCU class devices. We recommend Azure RTOS in applications where Azure Sphere isn’t available or a good fit. Azure RTOS provides embedded developers a rich set of real-time multitasking, FAT file system, GUI, USB and networking components to quickly build applications on resource constrained devices – with out-of-the-box connectivity to Azure IoT. Azure RTOS also provides a rich set of pre-certified security components, however, the embedded developer is ultimately responsible for the proper usage of these components and the overall security of the device.
Azure Sphere and Azure RTOS are ideal together for embedded developers who need a highly secure device with real-time processing capabilities.
Source: Azure RTOS FAQ