The "MySQL-in-app" feature is only available for Windows-based Azure App Service plans. This feature won't be available since you are using a Linux-based Azure App Service. Instead, you need to use a separate MySQL database, which you have already set up as a Flexible MySQL Azure Database.
It would be best if you started PHPMyAdmin. Would you please try this command:
phpmyadmin --host=localhost --user=<your-database-username> --password=<your-database-password>