Since I have never used MySQL Workbench, I may be misunderstanding something, but I am under the impression that MySQL Workbench is for running queries etc against MySQL. But you are saying that you want to connect to Azure SQL Server, and which is a completely different thing. SQL Server != MySQL.
If you want to connect to Azure SQL Database, Azure SQL Managed Instance or SQL Server running in an Azure Virtual Machine, the tool you would use is Azure Data Studio. Azure Data Studio runs on multiple platforms, including MacBook. While Azure Data Studio's main focus is SQL Server, there are also extensions for connection to a few other DBMS, including MySQL.