Azure MySQL Database Threat Protection has an email notification function to help ensure that administrators are notified when an alert is triggered. This should be enabled as best practice.
At this time, the console UI does not have remediation steps available. For possible CLI remediation, see the product documentation (below) or use Terraform.
In Terraform -
References:
https://learn.microsoft.com/en-us/azure/azure-sql/database/threat-detection-configure?view=azuresql
https://registry.terraform.io/providers/hashicorp/azurerm/latest/docs/resources/mysql_server#email_account_admins