You see, Azir is one of those champions where it's hard to give him a chroma because the colors on his models are so very complementary to his soldiers.
You can't make Azir pink and still look good with sand-colored soldiers.
Don't forget his ult, either. Tons of soldiers there. Of course it's still not difficult to do, but definitely higher in scope than your standard Chroma skin, not even counting his particles.
You have to give chromas to champs that have neutral colored particles that don't depend on/complement their skin's colors. Cassiopeia, Vayne, Garen to name a few.
You also have to take in mind the color distribution of the model. You can't add new colors in places where colors aren't already there. For example: The little tapestry on Classic Zed's waist is its own "color slot." You can't make it two different colors. That section of his model must be one color or the skin won't look good.
That's why they wanted to do a chroma for Shockblade Zed. Because he is very easy to color because there is very little color distribution/variation.