True ETL Tools
If you need more than just to copy data from Customer.io to SQL Azure, you may use Skyvia's powerful ETL functionality for Customer.io and SQL Azure integration. Skyvia's Import tool will correctly extract Customer.io data, transform it, and load to SQL Azure when SQL Azure tables have different structure than Customer.io objects. Moreover, Skyvia Import allows loading data in any direction, supporting Reverse ETL scenario.
For more complex cases, you can use Data Flow and Control Flow tools. They are designer-based solutions for creating complex data pipelines, involving not only Customer.io and SQL Azure connectors, but any number of connectors in one integration. With these tools you can automate data workflows, involving custom logic, complex multistage transformations, combine data from different sources, load them into multiple destinations at once and many more.