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Currently, it is not feasible to directly import the data from Azure AD to SharePoint Online list. Thanks for your understanding.
As a workaround, we can export the users’ phone number from Azure AD as a CSV file, and then import it to SharePoint Online list with Import Spreadsheet app. However, when the phone number changes in Azure AD, you need to update this list manually.
1.Use the Windows PowerShell to export the users’ phone number.
Manage Azure AD using Windows PowerShell.
The syntax could be get-msoluser|select-object firstname,lastname,mobilephone|export-csv D:\new2.csv.
2.Edit the CSV file and save it as .xlsx type.
3.In SharePoint Online, add an app called Import Spreadsheet and choose the Excel file you saved at Step 2.
You may also post a new thread in our MSDN forum to check if there are some better ideas to meet your requirement.
Best regards,
Tim