Yes we have capability in azure to do that but by default it is not enabled, it does scan for malicious files upon upload. This is done using the Malware Scanning capability in Defender for Storage. This built-in SaaS solution performs a full malware scan on uploaded content in near real time, using Microsoft Defender Antivirus capabilities.
Malware Scanning is triggered in a protected storage account by any operation that results in a BlobCreated
event. This includes the initial uploading of new blobs, overwriting existing blobs, and finalizing changes to blobs through specific operations. The scanning occurs within the same region of the storage account, and every file type is scanned (including archives like zip files) and a result is returned for every scan.
When the malware scan identifies a malicious file, detailed Microsoft Defender for Cloud security alerts are generated.
For more information, you can refer to the Malware scanning in Defender for Storage documentation
Please let me know if any further questions
Kindly accept if it helps
Thanks
Deepanshu