I think it may be possible to download the OVA and pull out the virtual disks to import into Azure (may require some conversions), but I believe it's possible, just not supported.
Check out https://docs.microsoft.com/en-us/azure/virtual-machines/windows/prepare-for-upload-vhd-image in the section titled "Convert from VMware VMDK disk format" where it reads:
"If you have a Windows VM image in the VMDK file format, convert it to a VHD by using the Microsoft VM Converter. For more information, see the blog article How to Convert a VMware VMDK to Hyper-V VHD."
I hope this helps!
HipChat Server/Data Center Support Engineer | Atlassian
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