Hello, I can't reproduce this issue. Can you tell me the detailed repro steps? It is true that you will see a message "Command(s) completed successfully." when clicking the Parse Button. But this will not execute the command. You will see the same behavior if you parse a command targeting local SQL Server. This message simply tells you there's no error in your T-SQL command, and you can go on to execute it, if you wish to.
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Clicking the parse icon in SSMS seems to affect two kinds of commands only (from what I have seen so far),
Create database someName
Drop database someName
But queries against the database such as Select Queries parse OK.
I don't mind giving you my credentials to login but you can trust me on this.
Connect to SQL Azure's 'master' in SSMS (The one that got installed with SQL Server 2008 R2 Nov-CTP) with a login that can create/drop databases.
Do not execute the commands.
Just parse them
Do not execute
Refresh the databases node and you should find the new database.
I have tried this on a on-site SQL Server 2008 R2 database and I don't see this anomolous behaviour.