Azure can't use CLR.  But it would be nice to use a safe environment to do CLR related things in SQL and then load the data back into Azure.  I think the reason CLR has been removed from SQL Azure is b/c  you'll always end up with some idiot who will screw it up for everyone else.  Sort of like being stuck on the 405.  Eventually everyone's car breaks down and causes the entire north bound lane to hate you.

How could this be implemented.  Well just like the 405 is a big highway, Azure is a big cloud highway.  But in my analogy they both have exit ramps - you can export your data depending on the maturity of the tools you are using.  To port the data you need to do CLR stuff on and then re-import that data after the CLR manipulations have been completed.  But make it available as an exit ramp service.  Let the people know that they are now outside of Azure, and in a service area - a safe area where they can do crazy things like create infinite loops and crash the safe server as many times as their little hearts desire. 

Once they do finally figure out what it is they were trying to accomplish they can re-import the data without pissing everyone off on the highway and everyone is happy.

One case for this might be a Microsoft partner that has an exit ramp service where they can get a free data tune up and free CLR wiper blades.  Another case is a competitor for Azure having a server instance that the client can log on to do some heavy lifting before putting it back into the purist Azure SQL environment.