Thanks. It was the inferSchema setting. I tried it with and without the SELECT and it worked both ways when I added inferSchema

Both of these worked

drop table my_db.t2;
create table my_db.t2 (col1 int,col2 int);
copy into my_db.t2
from (SELECT cast(col1 AS INTEGER) AS `col1`,cast(col2 AS INTEGER) AS `col2` from 'wasbs://user@user.blob.core.windows.net/*.csv')
fileformat=csv
format_options ('header' = 'true','sep' = ',','inferSchema' = 'true' ,'badRecordsPath' = 'wasbs://user@user.blob.core.windows.net/badRecords')
 
 
drop table my_db.t2;
create table my_db.t2 (col1 int,col2 int);
copy into my_db.t2
from  'wasbs://user@user.blob.core.windows.net/*.csv'
fileformat=csv
format_options ('header' = 'true','sep' = ',','inferSchema' = 'true' ,'badRecordsPath' = 'wasbs://user@user.blob.core.windows.net/badRecords')