Unfortunately, Multidimensional models are not supported in Azure PaaS (Platform as a Service). Of course you could always stand up the capability in IaaS (Infrastructure as a Service) by installing your own server.
Tabular models are becoming the trend, and these are supported in Azure Analysis Services and Power BI.
From the documentation:
Built on SQL Server Analysis Services Azure Analysis Services is compatible with many great features already in SQL Server Analysis
Services Enterprise Edition. Azure Analysis Services supports tabular
models at the 1200 and higher compatibility levels. Tabular models are
relational modeling constructs (model, tables, columns), articulated
in tabular metadata object definitions in Tabular Model Scripting
Language (TMSL) and Tabular Object Model (TOM) code. Partitions,
perspectives, row-level security, bi-directional relationships, and
translations are all supported*. Multidimensional models and
PowerPivot for SharePoint are not supported in Azure Analysis
Services.