I found these two videos to be very educational. They make a very good case for why you can and should get rid of security appliances.
Zscaler Whiteboard Story: A 5-minute look at the cloud security platform
https://www.youtube.com/watch?v=f2eBdqilDSU
Securing your cloud transformation from the beginning
https://www.youtube.com/watch?v=2LOe7glGj8U
Denny Schlesinger