SQL Insights has been retired
Applies to: 
Azure SQL Database
Azure SQL Managed Instance
SQL Server on Azure VM
SQL Insights, retired on 31 December 2024, is no longer supported.
For Azure SQL Database, and Azure SQL Managed Instance, database watcher is the recommended monitoring solution for scenarios that require low data collection latency, estate-level monitoring, comprehensive monitoring data including query-level details, and support for advanced analytics on collected monitoring data. At this time, database watcher supports Azure SQL Database and Azure SQL Managed Instance. For other monitoring options, review Monitor and tune Azure SQL.
For SQL Server on Azure VMs, consider using SCOM managed instance with the SQL Server management pack.