Thank you for reaching out to Microsoft QA. The behavior you are experiencing is due to the current preview status of the NSP for Azure SQL Database. Unlike services like Azure Key Vault, Azure SQL requires explicit outbound rules to the Storage Account’s domain and inbound rules for its public IP within the NSP to allow the BULK INSERT operation to succeed.
This level of control is by design in the preview phase to ensure secure boundaries. Microsoft is actively working on enhancing NSP capabilities, and future updates may reduce the need for these manual rules.
In the meantime, your approach of adding these outbound and inbound rules is the correct way to enable communication between SQL Database and Storage within the NSP.
Helpful References:
1.https://learn.microsoft.com/en-us/azure/azure-sql/database/network-security-perimeter?view=azuresql
2.https://learn.microsoft.com/en-us/azure/azure-sql/database/security-overview?view=azuresql
3.https://docs.microsoft.com/en-us/azure/azure-sql/database/outbound-firewall-rule-overview
Hope this helps. Do let us know if you have any further queries.