Hi Bradwhatever,
So far Azure SQL Sever can't export data to excel,csv,txt as the on-premises
SQL Server does with OPENDATASOURCE, xp_cmdshell etc. Not an expert on Epi Info so I have no idea on how particular the data is. Anyway It can be easy to export data using the SQL Server Management Studio(SSMS).

If you have any question, feel free to let me know.
Eric Zhang
TechNet Community Support
