Many, many times, we saw service requests that our customers need to identify who runs a specific query but, even after enabling the SQL Auditing feature, in Azure SQL Database they are not able to identify who/which is the application that did it.
Why? because they didn't specify an application name in the connection string.
Yes, I know that we have the IP address, the process id, etc.., but in a distributed environment that we have, using the application name would be very simply to identify which is the application that is doing something and what.
So, if you don't specify the Application Name, the client will use the driver name and it will be the same for multiple applications. For this reason, I strong recommend to change your application name setting in your connection string, for better identification of your application. Please, follow this URL.