Is it possible to set up Azure as a publisher for Pull Replication to an on-premise database?
At this time, replication is only supported from on-prem to SQL Database, and it has to be push replication.  See here:

Replication to SQL Database  


  Supported Configurations:  
  
  
  The SQL Server can be an instance of SQL Server running on-premises or an instance of SQL Server running in an Azure virtual machine in
  the cloud
  SQL Database must be a push subscriber of a SQL Server publisher.
  The distribution database and the replication agents cannot be placed on SQL Database.
  


You may want to consider Managed Instances to get around this.  See Replication with SQL Database Managed Instance for details.