Object storage is optimized for storing and retrieving large binary objects (images, files, video and audio streams, large application data objects and documents, virtual machine disk images). Large data files are also popularly used in this model, for example, delimiter file (CSV), parquet, and ORC. Object stores can manage extremely large amounts of unstructured data.
Reference:
https://docs.microsoft.com/en-us/azure/architecture/guide/technology-choices/data-store-overview

Azure SQL Database is a fully managed platform as a service (PaaS) database engine that handles most of the database management functions such as upgrading, patching, backups, and monitoring without user involvement.
SQL Database delivers predictable performance with multiple resource types, service tiers, and compute sizes. It provides dynamic scalability with no downtime, built-in intelligent optimization, global scalability and availability, and advanced security options. These capabilities allow you to focus on rapid app development and accelerating your time-to-market, rather than on managing virtual machines and infrastructure.
Reference:
https://docs.microsoft.com/en-us/azure/azure-sql/database/sql-database-paas-overview

Reference:
https://azure.microsoft.com/en-us/services/sql-database/#features

Reference:
https://docs.microsoft.com/en-us/azure/storage/blobs/data-lake-storage-access-control