When you look at a map of the Azores you’d think, “Jeez, what cold there must be in those islands.” But the Gulf Stream passes here, and the waters of the Atlantic are warmed by them. There are Pineapples, tropical flowers break out the color in spring, and the valleys are impossibly green.
Let’s look at the historic climate charts for the Azores:

The surrounding sea keeps the temperatures incredibly stable through the year, and the range between highs and lows are not far apart. That said, the weather inside those narrow ranges can change quickly. Clouds come and recede to blue skies in a flash. Winter rains are frequent, as in the Mediterranean.
It’s all in the latitude:

When is the Best Time to Visit the Azores Islands?
Many sites recommend summer, pointing to the lack of rain in the summer months. Our September visit was nearly perfect, and the number of flowers blooming at that time surprising. The ever-changing skies were great for photography in September.
Remember that April showers bring May flowers. A trip in May is likely to be quite rewarding. There really isn’t a bad time to go to the Azores, unless you hate the rain, in which case you can avoid Winter.