Kenneth Nielsen reports that Azure SQL Data Warehouse will now support premium storage:
Today Microsoft have announced that Azure SQL Datawarehouse will support Premium Storage, this will allow the customers to see greater performance and predictability on queries. As of today, all newly created SQL Datawarehouse will be created with Premium Storage, at least in regions where Premium Storage is available. In the remainder of the preview period, the billing will continue to be based on standard pricing.
If you have Azure SQL DW, check it out to see if Premium is a big net benefit to you, as it looks like the price is the same for the moment.