If you want to monitor your Azure SQL instances through the OMS then you should enable this first. To do that, first go into the SQL Databases and select the correct DB that you want to enable the diagnostics.
Then click Diagnostics settings under Monitoring. As you can see, If the Diagnostics not enabled, then you can click on “Turn on Diagnostics”
Give a name and select the service that you want to use to get the logs. Here I’m using send to log analytics. Then select the logs that you want to grab and send to your Log analytics.
Now you will be able to get the data into OMS.