>>Trust Microsoft.
>>
>>Trust the integrity of the internet.
>
>Yes, sure - lol
>
>But, seriously, I need to have a way to get the data that I own, right? One other possibility is to be able to change provider so I would then need to move my data elsewhere. Another one I could think of is what I do on a regular basis. I get the production backup on my PC or PCs so I can test locally before uploading a new version. Those are simply basic things. I just cannot understand why we cannot backup our data. Just for that, I would certainly not even consider that. There has to be something I am missing.

I don't know much about Azure, but would tools like Red Gate SQL Compare and SQL Data Compare help? I started using those at my last job instead of database backups for technical limitations and it ended up being a lot easier once I got used to the tools.