You might want to double-check if the tags from your Databricks serverless budget policies are being properly propagated to the Azure cost management system. Azure Cost Management typically only recognizes tags that are applied at the resource level within Azure. Since Databricks serverless is a managed service, those internal tags may not automatically map to Azure-native tags. You could try using Azure Cost Allocation Rules or Azure Tag Inheritance (if available for your setup) to help align costs with your custom tags. Another option might be to script tag mapping during your export/reporting workflow to manually associate those values.

https://learn.microsoft.com/en-us/azure/databricks/admin/usage/budget-policies