Hi Lakshmi,
It is always a good idea as part of the Data Governance strategy on your company to classify data on databases and other places to know where sensitive data resides and later think how we can better protect that data and comply with standards and regulations that exist around the industry.
As you mentioned it seems your database is not receiving recommendations from Azure but I see that as a blessing as Azure recommendations are not always correct and we human beings tend to approve them without examining data on the tables. In that sense, you can start to classify your data manually by making a click on the place I show you in red on below image, and classify it consciously using the regulations on the best interest of your organization, like GDPR, HIPPA, etc.
Alternatively, you can use Transact-SQL (visit [here)]2 and SQL Server Management Studio to classify data on tables.