Symptoms
Assume that you use the RESTORE HEADERONLY or RESTORE FILELISTONLY command to restore a database from Windows Azure Blob storage service in Microsoft SQL Server 2014 or SQL Server 2012. After the command is completed, you cannot remove the backup file.
Cause
The issue occurs because there is an infinite lease on the backup file. Some race conditions between internal threads cause the lease to be not released in some cases.
Resolution
The issue was first fixed in the following cumulative update of SQL Server.
Cumulative Update 1 for SQL Server 2014 SP1 /en-us/help/3067839
Cumulative Update 16 for SQL Server 2012 SP1 /en-us/help/3052476
Cumulative Update 4 for SQL Server 2012 SP2 /en-us/help/3007556
Cumulative Update 5 for SQL Server 2014 /en-us/help/3011055
Each new cumulative update for SQL Server contains all the hotfixes and all the security fixes that were included with the previous cumulative update. Check out the latest cumulative updates for SQL Server:
Status
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.