In on-premises Microsoft SQL Server, when I issue this query:
SELECT * FROM sys.dm_exec_sessions
I get one record per window in SSMS. If I open several query windows in SSMS, I get a record for each of those, even if they're not doing anything. In Azure, when I issue that same query, I only get one record back. Here's the kicker - I even only get one record back when I've got multiple windows in SSMS doing active work in Azure.
Here's a screenshot:
In that screenshot, I've got three active tabs in SSMS. Two of them are running giant insert statements that take several seconds to execute, and the third one is querying sys.dm_exec_sessions - but I'm only getting one record back. I get multiple records in sys.dm_tran_active_transactions and sys.dm_tran_database_transactions, but this changes how I report on active queries if I can't tie it back to individual sessions. Is that expected behavior, or something MS is working to fix in Azure vNext?