Allowing protected append writes to blob storage when Immutable Time based policy is on is available only in 3 US regions in Azure. However it seems that Azure Stream Analytics ignores this setting and creates a new blob every measure is coming through it. When the storage is not in immutable state Stream Analytics creates big "day long" files. Any insides if it is working or not and under what circumstances? (the output sink is configured as .CSV).
Stream Analytics blob output currently always creates block blobs. With immutability enabled, put block is allowed only once and further writes to the same blob would fail. Stream Analytics's attempt to add additional content would fail and it would then create a new blob. There is no option to create AppendBlobs instead of Block blobs currently(Feb 2020). If this option was available, single blob is possible.