I am answering this question by myself as I was asked by a customer and found a definitive answer for it.
While Azure SQL is not explicitly listed as one of the QuickSight data sources, you can still use it as a data source. TLS/SSL is also supported now, and I have tested it personally.
Example of JDBC connection parameters:
Server: "servername".database.windows.net Port: 1433 Database Name: "databasename" Username: "username"@"servername" Password: "password"
Make sure to use the "username"@"servername" format for the Username.
Since you are able to connect but observe "no tables in the database", can you check what permissions are set for the user on Azure SQL side?
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