Is there any specific reason why we can\'t use SSIS in windows azure ?
Windows Azure only supports a subset of features of SQL Server via the Azure SQL components. SSIS can only be used locally (on-premise in cloud terminology) for the time being, but SSIS will likely be ported eventually.
As an alternative - you could use SSIS locally and combine it with SQL Data Sync if you intend on changing (insert/update/delete) any of the data via SSIS (versus just exporting - selects).
Windows Azure is still maturing - it has only been RTM since 2010. Each existing component must be ported over to the new Azure structure which takes extensive re-developing.