#36456 changed the SQL Server provider to use the new SQL Server 2025 RETURNING clause for JSON_VALUE(). At the time of writing (pre-rc.1), while the SQL Server 2025 preview (CTP2.1) supports it, Azure SQL does not - but the latter is supposed to sync to the latest engine version soon and support it as well.
To make sure the provider and the new json type work well for rc.1, I've disabled using RETURNING when UseAzureSql() is used. However, we should remove this post-rc.1 to enable it once the support comes online.