Azure SQL: Should Manual Indexes be Applied with automatic tuning?
From everything I'm reading this is only a DEFAULT option in this March 2020 doc from MS Azure.1:

In March 2020, Azure SQL Database will introduce new automatic tuning default settings designed to provide optimal database performance.

Existing servers that aren’t configured with automatic tuning will have the new default settings automatically applied and enabled. Servers that are already configured for automatic tuning won’t be affected.

When new Azure SQL Database servers are created, the default settings for automatic tuning will be FORCE LAST GOOD PLAN = enabled, CREATE INDEX = disabled and DROP INDEX = disabled.


How to disable it, and do 'custom' options are found here in the MS docs.  The option you are looking for is called AUTOMATIC_TUNING