OLTP workload – Azure SQL DW is an MPP database, data is distributed in many servers to improve reads thus it would hurt your OLTP writes.
High volume of small reads and writes – Same as above
Multi-Tenancy Database – would be a nightmare to restore a single schema in case your environment is compromised, Azure SQL DW does not offer RLS, Always Encrypted and Column Level Encryption (CLE)
Frequent changing of schema
Row by row processing – in a scenario where UDF’s are needed to process data, MPP system would be a disservice to your processes.
JSON, XML data and Spatial, Struct, Array and Map data types
Power BI direct query requiring dashboard performance – with direct query mode Power BI will perform poorly with a large data set in Azure SQL DW
High concurrency of queries (eg. hundreds of thousands of concurrent queries) – currently Azure SQL DW does not have plan caching mechanism thus all queries have to go through plan search space to find an execution plan.
Small datasets (less than 250GB) – it’s an MPP system
Disaster recovery with stringent RPO and RTO – Azure SQL DW does not have the capability to automatically replicate data to another hot/standby Azure SQL DW for DR purpose. Yes, it’s geo-redundant for data replication every 24hrs to other data centers thus there is the possibility of data loss.