Azure SQL DB backup failure because of @ sign in connection string

I would like to backup an Azure SQL DB, but it fails because the @ sign in the User ID parameter.

Tools tried:

1. SQL Server Management Studio
2. SQLBackupAndFTP tool

Error:

Cannot open server "{domainName}" requested by the login. The login failed. (Microsoft SQL Server, Error: 40532)

The tools chunk the 'username@' part of the User ID.

Solution approach 1:

Escaping @ sign, or putting the parameter's value between apostrophe signs doesn't work.

Solution approach 2:

AD usernames are in username@domainName format, what cannot be changed (in our subscription) but I see examples without the '@domainName' part.

How to create a simple username (or alias) without @ sign?

AFAIK there's no dedicated DomainName parameter in connection string which would also solve the problem.

Any idea?