Rebuilding Unique Index with uniqueidentifier in SQL Azure never succeeds
My suggestion would be:

(a) talk to Azure support. This is not how it should be working AFAIK.

(b) when building your list of indexes to rebuild/reorganize, add a NOT EXISTS clause to the criteria to eliminate any indexes with GUIDs as the leading key column:

SELECT name, etc.
 FROM sys.indexes AS i
 INNER JOIN sys.dm_db_index_physical_stats AS s
 ON ...
 WHERE ... criteria ...
 AND NOT EXISTS 
 (
   SELECT 1 FROM sys.index_columns AS ic
     INNER JOIN sys.columns AS c
     ON ic.object_id = c.object_id
     AND ic.column_id = c.column_id
     AND ic.key_ordinal = 1 -- only leading column
     AND c.system_type_id = 36 -- uniqueidentifer
     WHERE ic.index_id = i.index_id
 );


(c) before deciding to manually deal with these columns, wait until they actually cause you a performance problem that you can demonstrate and undeniably identify the fragmentation of this index as the problem.

(d) or, just use the inverse query in (b) to perform manual drop/create all the time instead of dealing with the problem over and over.