Hey,
Similar thread :
https://stackoverflow.com/questions/24028958/copy-sql-azure-database-to-different-server
There is no way to directly move the database from 1 server to another.
You need to copy /clone the db from 1 server to another and then delete the original one.
To copy the database, there are multiple ways
Powershell :
New-AzSqlDatabaseCopy -ResourceGroupName "<resourceGroup>" -ServerName $sourceserver -DatabaseName "<databaseName>" `
-CopyResourceGroupName "myResourceGroup" -CopyServerName $targetserver -CopyDatabaseName "CopyOfMySampleDatabase"
Additional details :