I have created a SQL database on Azure portal.
I logged in to SSMS using required credentials, but some options to import/export data to database are missing, so I can't open SSMS Import/export wizard.
This issue doesn't occur when I using Amazon RDS databases.
Am I missing any database configuration?
If you are using SSMS v18 or above, you should right-click on the Databases and you can see that option there.
For the best user experience with Azure SQL Database please use the latest SSMS version. Download it from here.
You can also try to add the Import/Export Wizard manually as explained on this DBA StackExchange thread.
It should be there: 
For creation of an Azure SQL Database use the following description:
https://docs.microsoft.com/en-us/azure/sql-database/sql-database-get-started-portal
