Hi @jolateh , welcome to Microsoft Q&A forum.
The host that you are trying to connect is Azure SQL Server where the command you are using is for Azure MySQL Database. Please check below:
Azure Database for MySQL should be in this format: xxxxxxx.mysql.database.azure.com
Azure SQL Server should be in this format: xxxxxxx.database.windows.net
You can once check the server name as highlighted in below screenshot:
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