Azure Database is a database not a server. Imagine you create a database on your on premises SQL Server and give access to your developers. Your programmers will have as much control over the newly created database as on Azure DB.
If you need full control of all the services then Azure DB may not be your best solution. However, if you want inexpensive way to store your data and access it from anywhere then it may work.
I know it is a very simplistic way but don't compare Azure DB to SQL Server Enterprise. Think of Azure DB more like 1 database on your local server.