Event Source. Office 365 vs Azure

Hi, new here.
We’ve got Office 365 setup as an event source. Is it worth adding the Azure event source as well, or instead of the Office 365 one? Obviously the Azure one will cost us, but trying to work out the benifits.

We have both set up in our environment and it helps in terms of detection, redundancy and compliance. Also Azure event hub can be used to forward logs from different applications/services outside O365.

Thanks, hadn’t though about that.
Have you been running the event hub for long? is it costly?

There is a separate team that handle billing and I have no idea about the cost