Update as of 2017/04/14:
Microsoft's Scott Guthrie this day had announced a lot of new features in SQLAzure(this is called sqlazure managed instance,which is currently in preview), which are expected to be present in SQLAzure in coming months, mentioning some of them below:
- SQLAgent
- SQLProfiler
- SQLCLR
- Service Broker
- Logshipping,Transactional Replication
- Native/Backup restore
- Additional DMV's and Xevents
- Cross database querying
References: