There is no native connector for files (e.g. CSV) stored in Azure Blob storage.
The ability to connect directly to Azure Blob storage is not currently built into Tableau.
As a possible workaround, try the following:
1. Load data from blobs in your storage account into Azure Data Explorer using an Event Grid data connection. For more information, see this Azure document.
2. According to this Azure document, you can connect to Azure Data Explorer using Microsoft ODBC Driver for SQL Server version 17.2.0.1 or later. Since the Microsoft SQL Server connector in Tableau Desktop uses the Microsoft ODBC Driver for SQL Server, you may be able to connect to Azure Data Explorer by using this connector. For instructions on using the Microsoft SQL Server connector, see this Help document.
To voice your support for the inclusion of this enhancement in a future product release, add your vote to the following Community Idea:
Azure Blob storage connector for Tableau
001471702

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