Been trying to use XE, but they're not nearly as friendly w/ Azure SQL as they are w/ on-prem SQL.  Trying to see real-time results just gives a bunch of XML. Anything else seems to require saving to Azure storage and not sure how well that parses.  Sadly XE seems to be the only way to trace activity in Azure SQL unless you have a complete admin account.  Profiler hasn't been updated to work with Azure AD MFA yet.

Overall, I do like what I've seen w/ XE so far, but it's still cumbersome for the cloud.