Somewhat related to #5905 that I filed.
Just something to consider. I'm not sure if this is something the ML.NET/library team can/should do on their own (or with the Azure C# SDK folks), but it'd be nice integration to have. I can see a use case where there is a data pipeline that writes to blob storage, and the last step of the pipeline could be a regular job that reads in the csv file from blob storage and does some transforms/processing of the DataFrame.