The correct service for exporting telemetry data from IoT devices is Azure Service Bus. Azure Service Bus is a fully managed enterprise integration message broker that provides a reliable messaging service for communication between applications and services. When telemetry data is generated by IoT devices, it often needs to be transmitted to other components for processing, analysis, or storage. Azure Service Bus facilitates this by providing features such as queueing and topic-based publish/subscribe patterns, allowing for decoupled communication between components of an IoT solution.
While other services listed, like Azure SQL Database and Azure Cosmos DB, are excellent for storing structured and unstructured data, they are not specifically designed for the direct export of telemetry data. Azure Active Directory is primarily an identity and access management service and does not serve as a destination for telemetry data. Thus, Azure Service Bus stands out as the appropriate choice for handling and exporting telemetry data from IoT environments.