@LuisEnrique-8691 Thnk you for reaching out.
Sorry to hear about the issue you are facing.
What @Alberto Morillo mentioned above is correct. What is allowing nmap or telnet to connect is the Azure SQL Public Gateway not the Azure SQL Database itself.
This is an expected behavior in Azure Database. These ports are required to provide a variety of Azure services.
You might be reaching the public Gateway, that is open for everyone.
You can nmap or telnet to them from everywhere but that doesn't mean that you are connecting to the database itself. It is not an issue; this is by design.
See An overview of Azure SQL Database and SQL Managed Instance security capabilities and the best practices in the Playbook for addressing common security requirements with Azure SQL Database and Azure SQL Managed Instance .
Regards,
Oury