We will enhance the Azure price sheet download experience and you'll be able to download from a single csv file to a zip file containing multiple csv files, each with a maximum 200k records. This new experience will be available if you are using Azure in a small business environment.
This change will be available in Azure portal cost management and billing section in March. You can also use API with a new preview version ready in March, follow by Power BI in April. If you are planning to use API, we highly recommend you to move to the new version, as the csv file in the current preview version will have a 500k maximum size that cannot scale with Azure product growth.
See the updated Azure price sheet in the Azure portal.