Azure already supports disk import and export locking only from a trusted Azure Virtual Network (VNET) using Azure Private Link. For greater security, we are launching the integration with Azure Active Directory (AD) to export and import data to Azure Managed Disks. This feature enables the system to validate the identity of the requesting user in Azure AD and verify that the user has the required permissions to export and import that disk.
This feature is now generally available, to learn more, read the documentation Download VHD or Upload a VHD to a managed disk.