@Michael Wimmer Thanks for the question. To get the labelled images use GetTaggedImages. Customers have full control over viewing and deleting their data using the Custom Vision Training APIs.
Also we have Data Labeling capabilities of ml.azure.com for image classification with an end to end python notebook that then leverages this dataset to create an image defect detection classification model and publish it as an API.
We have checked in a sample notebook about labeled dataset to public github repo. You can find it here:
https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/work-with-data/datasets-tutorial/labeled-datasets/labeled-datasets.ipynb