I am using AzureMapsControl.Components but I'm 99% certain this is an Azure Maps issue because AzureMapsControl just passes on the eventArgs it receives.
I have tested this with both AzureMap.OnClick and SymbolLayer.OnClick.
For a pin with a single point both OnClick() event handlers are passed a MapMouseEventArgs.Shapes that has the expected 1 point and the MapMouseEventArgs.Features has 0 entries.
For a clustered point, both OnClick() event Handlers are passed a MapMouseEventArgs.Shapes with 0 entries and a MapMouseEventArgs.Features with 1 entry that has the cluster properties ("point_count", etc.)
According to this sample, both OnClick() event handlers should be passed a list of entries in the MapMouseEventArgs.Shapes.
Is there some setting required to have Shapes populated? Looking at the example I didn't see anything.
Clusters will always be Features, not shapes. Shapes are data bindable elements created by the user. Clusters are temporary items created by the map that are not data bindable. So when a cluster symbol is clicked, you will get a feature, but no shapes.