The hint cannot be used on Azure SQL Database because you query tables on another database or logical server using elastic queries on Azure SQL. Cross database (server) queries are only allowed via elastic queries. Basically, you query tables locally with Azure SQL Databases. The Remote Join Hint is for example used when you use queries across linked servers, but linked servers are not supported on Azure SQL.
When you need cross database queries maybe Azure Managed Instance (MI) is a better option, and MI allows the creation of linked servers. You may also consider to consolidating many databases in one Azure SQL database assigning them separate schemas within the Azure SQL database.