azure db export to blob storage failed i am trying to simply export BACPAC file from azure db to azure blob storage
as mentioned here : https://docs.microsoft.com/en-us/azure/azure-sql/database/database-export
but it is failed with error :

The Azure SQL Server firewall did not allow the operation to connect.
To resolve this, please select the &quot;Allow All Azure&quot;checkbox in the
Sql Server's configuration blade.

what's the cause of this error i am not sure, do you think i have to enable allow all azure service checkbox in azure db firewall? ( before i took backup and i was not doing this step)
also wanted to mention that both resource azure blob and azure db are in private virtual network.
also i am scared of this : https://www.fmsinc.com/microsoft-azure/sql-server/security.htm
Thanks,
you have to allow azure services and applications to connect to your database.
Take a look at the firewall rules in Azure sql database:
https://docs.microsoft.com/en-us/azure/azure-sql/database/firewall-configure
You can eventually allow azure services to connect to your database in this way:

You can disable this option after the export activity.
Please, remember that this is not an option of export task but this is a firewall rule of your Azure SQL Database Server.
Consider the export task like an azure service against your database so you have to allow azure to connect as written here:
https://docs.microsoft.com/en-us/azure/azure-sql/database/firewall-configure#connections-from-inside-azure