I am not worried about my DB but just curious of whether they were exposing CosmosDB to anyone on the WAN, or whether the Jupyter notebook circumvented the firewall.
default cosmos db is public ip, and Jupyter is preloaded with your db ip & key, so breaking notebook isolation escalates to db comprimise
the blessing/curse of Jupyter being a university oss project and private companies largely not contributing back their multitenant notebook stuff (as hosting is the $ maker) is this kind of scenario. the project provides some multitenant stuff, but guessing not what MS uses.
Data science envs generally need wide read access across many data sources, yet mostly only used by a few trusted-yet-security-agnostic power users in an org, which leads to relatively low sec eng infra investments. so my guess is Jupyter security flaws (ex: extension vulnerabilities) are increasingly ripe targets for big escalations.