With the release of OMS for MAG (oms.microsoft.us), your SCOM instance can now leverage OMS while remaining complaint (see https://www.microsoft.com/en-us/TrustCenter/Compliance/default.aspx).
The only trick to make this happen is to update the OMS MPs used by SCOM. These new MPs add an option to select your Azure environment (commercial or government) that is lacking in the older versions.
- SCOM 2012 MPs - http://go.microsoft.com/fwlink/?LinkId=828749
- SCOM 2016 MPs - https://go.microsoft.com/fwlink/?linkid=837702
*these are current as of this blog post, but expect these be updated over time