Dimitri Furman shows a benefit of creating database files with Azure Blob Storage:
Recently, we were working on a performance testing exercise using a SQL Server database with files in Azure Blob Storage. After creating the database using the default 8 MB size for data and log file (as in the example above), we wanted to increase the size of all files to be sufficient for the expected workload. IFI was not yet enabled for the SQL Server instance we were working with, and growing the data file from 8 MB to 1 TB took about one minute (using Premium Storage). This was expected, since the data file had to be fully initialized. We expected that the log growth to 1 TB would take about as much time, for the same reason. It was very surprising then that the same operation on the log file completed in less than one second.
It turns out that this is due to differences in Azure Blob Storage versus traditional storage systems.