What
this says, is that generally MS takes care of not loosing your data. Extra cautious or the ones who need historical snapshots should use
SQL Azure Data Sync (currently in CTP) to sync to a local SQL Server, then optionally use something like SQLBackupAndFTP to back it up the regular way. I understand the limitations of CTP, but if you've tested backup/restore and given next to 0 chance you'll ever need it, it should suffice.