I'm not surprised.
1) Cuz Gaga's collaborations rarely fall through
2) I think interscope used Gaga to give Azealia some promotion
3) Azealia's messy ways rubbed Gaga the wrong way i'm sure i mean just listen to how she said she wont be on ARTPOP she sounded a little annoyed (imo)
This was the only thing keeping Azealia relevant, and now that's gone. I thought she was delaying her album release due to ARTPOP so she could live off that hype and then release it.