@Jose M Naranjo-Espinosa - Thanks for the question and using MS Q&A platform.
Yes, it is possible to run an SSIS package with FUZZYGROUPING transformation in Azure. You can provision an Azure-SSIS integration runtime via Azure portal and select enterprise when provisioning SSIS IR. You can refer to the Built-in and preinstalled components on Azure-SSIS Integration Runtime documentation to see what built-in functionalities are supported. However, it is important to note that Azure Data Factory and Azure Synapse Analytics do not have a similar transformation to Fuzzy grouping.
For more details, refer to Fuzzy Grouping Transformation.
Hope this helps. Do let us know if you any further queries.