Hi
This is common question, Azure Copy "Locally redundant storage (LRS) replicates your data three times within a single physical location in the primary region. LRS provides at least 99.999999999% (11 nines) durability of objects over a given year."
They keep a copy of your data in case of disaster. They use that backup in case of a disaster to give Access to the customer within the agreed SLA. If you want something more than that, Like You need to access your data During the Disaster even before they do recovery of there Data Center, you have to choose other Redundancy options. Please find the below link for all the Redundancy options related to the Manage Disk.
https://learn.microsoft.com/en-us/azure/storage/common/storage-redundancy#locally-redundant-storage