I have searched high and low, but it seems like mysqldump and "select ... into outfile" are both intentionally blocked by not allowing file permissions to the db admin. Wouldn't it save a lot more server resources to allow file permissions than to disallow them? Any other import/export method I can find uses executes much slower, especially with tables that have millions of rows. Does anyone know a better way? I find it hard to believe Azure left no good way to do this common task.