I’ve been asked many times about the differences between Azure SQL Database and databases within Microsoft SQL Server. When I say “Microsoft SQL Server”, I’m referring to the on-premise edition that’s installed on Windows Server.
Another offering available within Azure is Azure SQL Managed Instance. The feature set of this particular service is more closely aligned with the on-premise offering of Microsoft SQL Server mostly due in fact that you actually are getting an instance of Microsoft SQL Server provided to you as a P-a-a-S offering.
In Microsoft’s documentation, they’ve noted feature differences between Azure SQL Database and Azure SQL Managed Instance here – https://docs.microsoft.com/en-us/azure/azure-sql/database/features-comparison. I added this one as Azure SQL Managed Instance is the closest thing you will get to Microsoft SQL Server being provided as a P-a-a-S offering.
Microsoft has also noted T-SQL differences between Azure SQL Managed Instance and Microsoft SQL Server here – https://docs.microsoft.com/en-us/azure/azure-sql/managed-instance/transact-sql-tsql-differences-sql-server
Lastly, you’ll find the T-SQL differences between Azure SQL Database and Microsoft SQL Server here – https://docs.microsoft.com/en-us/azure/azure-sql/managed-instance/transact-sql-tsql-differences-sql-server