Hey Ken. Thanks for logging the idea. Please address the questions below to elaborate on the requirement:
It appears Microsoft supports SFTP (SSH FTP) for transfer of files to Azure Blog Storage. InfoBurst already support SFTP as a delivery destination. Have you tried using SFTP to Azure Blob Storage?
https://learn.microsoft.com/en-us/azure/storage/blobs/secure-file-transfer-protocol-support
Ken Wong
We are starting to use Azure for everything including their Blob storage, it would be nice if there was a direct connection to it.