Replication from Azure SQL Database table to On-premise SQL Server possible?
In theory, Azure Data Sync does this, but it's been in "preview" status for years, and there's a lot of gotchas. Read the documentation carefully to see if its limits can work for you, and just know that in a preview program, Microsoft can end up removing support for it later.

A better solution would be something like SSIS jobs to keep the data in sync, but that's obviously not easy, either. As your tables change, you'll need to keep changing the ETL jobs.