The artificial intelligence used by Azure SQL usually proliferates the creation of indexes. When you look closely at the indexes offered/created by this feature you will often notice suggested indexes on the same table just differ of one another by just one or two columns. My suggestion to you is to analyze the indexes proposed by Automatic Tuning and consolidate them yourself, then create the indexes that came out of that consolidation you did.
The proliferation on indexes certainly will do good to SELECT queries but will also affect negatively the performance of INSERT and UPDATE statements.