Support for a service broker in SQL Azure has some technical issues that Microsoft has not yet resolved. For example, a service broker supports message routing between servers. The implementation of this function can be difficult in sql azure and below in the list of priorities. Microsoft did not indicate that they depreciate the service broker, and I would be surprised if it does not end in the end.
There is the same situation for supporting sql clr in the azure region. This is a great idea if you can understand how to get someone to create problems with poorly written code.
Microsoft rarely comments when these types of features are added, they just appear on the same day. In addition, it is important to remember that sql azure is not intended to replace all instances of SQL Server. It is designed to be a simple db that has enough features that can be useful for a fairly wide audience. They recommend that if you require additional functionality, start SQL Server in a virtual machine.