SQL Server on Azure Virtual Machines service offers the full control of VM and SQL Server and enables the simplest cloud migration path for SQL Server workloads. SQL IaaS Extension is installed on each SQL VM created through Azure Market Place by default. SQL IaaS Extension offers managed backup, automated security patching, connectivity configuration, AKV... Read more

https://blogs.msdn.microsoft.com/sqlserverstorageengine/2018/09/25/storage-configuration-guidelines-for-sql-server-on-azure-vm/