Microsoft Defender for Cloud is a comprehensive security management tool that provides threat protection across Azure services, hybrid applications, and connected AWS instances. It offers enhanced security features such as continuous assessment and actionable security recommendations, unlike other services that have different primary purposes. Azure Sentinel is a SIEM/SOAR solution that aggregates data but does not provide the extent of direct threat protection that Defender offers. Azure Firewall is a network security service, and Advanced Threat Protection is a feature within services like Azure SQL Database, but not a standalone service that provides the broad and continuous security management needed.