Generating output to a Azure SQL database is supported, but I was shocked when I found that the portal does not allow to specify a SQL Server database running on a VM. Is not this supported? We need to store lots of data coming through the ASA jobs, and use SQL Jobs, that's why we were planning to use a SQL Server VM. Thanks!
You cannot configure the SQL Database running on VM as an output to the ASA job.
However, Azure provides SQL services with 2 variants
Microsoft Azure SQL Database (Azure SQL Database) as PaaS
where lower stack is managed by Microsoft Azure and billed as pay-as-you-go model.
and
SQL Server in Azure Virtual Machine (VM) as IaaS where user owns the VM and make any changes, including licences for the SQL database.
the Microsoft Azure SQL Database provided as PaaS is configurable as ASA output.