Hello Igor,
Thank you for asking this question.
The Automated Export service creates a database copy of the database you are exporting. It then will perform the export operation on the copy of the database. This is done to guarantee transaction consistency during the export. After the export has completed
the database copy will be deleted.
You can learn more about Import/Export and Automated Export here https://msdn.microsoft.com/en-us/library/azure/hh335292.aspx
Additionally if you are interested in our Basic, Standard, or Premium service tiers, they come with built-in restore capabilities.
You can learn more about these capabilities and other business continuity capabilities here https://msdn.microsoft.com/en-us/library/azure/hh852669.aspx
If you would like to share more about your scenario or discuss Azure SQL Database's backup and restore capabilities in further detail please email me at Elfish at Microsoft dot com.
Thanks and I hope this helps,
-Eli