Brent Ozar has put together a compendium of where you should go if you want to file bug reports or feature requests for different products in the Microsoft data platform space:
Azure Data Studio – open an issue in the Github repo. While you open an issue, Github helps by searching the existing issues as you’re typing, so you’ll find out if there’s already a similar existing issue.
Click through for all of the links. I personally just yell skyward in the hopes that they hear me and fix my problems. It doesn’t work very often so I don’t recommend it as a strategy.