I have a number of sql servers in Azure and under Networking Section in the area
"Firewall rules Allow certain public internet IP addresses to access your resource"
there are a number of ip addresses added which allows a user to connect via SSMS.
Now if the address is not there SSMS gives you the option to add it , I dont want to allow that . So is there a way to allow the user to login lets say via Microsoft Entra Id and have no ipp addresses in that section ?
Not really. IP exceptions in the firewall are completely separate from authentication.
The option for users to add their IP when connecting with SSMS will only work if they have the appropriate roles to edit the firewall rules. If they aren't already in the firewall rules, and they can't add their IP, then they can't connect.