Welcome to Microsoft Q&A! Thanks for posting the question.
We appreciate your feedback and if you want to use Japanese analyzer with Azure Search, then you cannot achieve directly from Azure Open AI Studio. You need to configure the index field with the content to use Japanese analyzer first and then select the same search service while following the "Adding your data" to Azure Open AI service steps.
I also suggest you provide your feedback on OpenAI feedback forum so that other community members can also upvote this idea. This will help them prioritize your feedback and consider it in future releases.
Thanks
Saurabh
Please 'Accept as answer' and Upvote if it helped so that it can help others in the community looking for help on similar topics.