That's not available in Azure SQL Database because you're not dealing with a server, which uses default trace to generate the report. Instead you're dealing with a database as a platform. It's just not the same as having a SQL Server instance. You can add tracking for that using Extended Events, however, it's on you to set it up, maintain it, create reports off of it. You'd be better using some kind of source control system to maintain & deploy schema changes to the database.