Restricted access to LOAD DATA LOCAL INFILE issue

Question

I'm having issues loading csv data into my SQL table. I'm able to create a python connection completely fine, create tables, manipulate them, etc. - but I'm getting restrictions when I try and load data.

Here's my query that is being executed (replaced with filler data):

LOAD DATA LOCAL
INFILE 'https://fake.blob.core.windows.net/csvfiles/fake.csv'
INTO TABLE fake_dataset
FIELDS TERMINATED BY ','
ENCLOSED BY '"'
LINES TERMINATED BY '\n'
(Column1, Column2, ...);

This is the error I get: Error: '2068 (HY000): LOAD DATA LOCAL INFILE file request rejected due to restrictions on access.'

I'm using both Azure's MySQL, as well as an Azure Storage Account. *After attempting to load the data from a file located on my personal computer, I did some research and found that Azure requires the file to be on their end, which is why I'm using the storage account.

Thanks so much.