Apparently one must explicitly specify (whitelist) the IP addresses that will be allowed access to a SQL Azure DB. I want, though, to have N-gazillion* users that will acces
Login to azure Portal
select your database subscription
click on Tools
Now there is option 'Open in VisualStudio' (click on it)
You can see "Configure Firewall" click on it.
Add you new IP.
Done :)