I'm with you.  But it DOES make sense because DBx databases are not application databases.  DBx is not intended to be used like this.  DBx databases are repositories for any ingested abstract data.  To manage the ingestion is purpose-built databases architecture implies using an external DBMS such as AzureDB.
For instance, you would build a point of sale (POS) system to run on DBx.  But you would put your data analytics of the POS on DBx. 
All that said there isn't anything that prevents you from using a MERGE query, or writing additional query code, to guaranteeing uniqueness.