Bring the VCF from Azure ML to Visual Studio! I said it in the survey too. VCF is very important in some settings. Being able to code R + SQL and have workflow components in the same environment would be a killer feature.
If so, the good news is that you can do that with RTVS, thanks to the R SDK. Basically you create models locally, test/debug them, then zap that onto Azure ML's backend. The SDK itself isn't tied to RTVS in any way. You can use it from RStudio, Jupyter/R, vim, ... if you like.
R SDK: https://cran.r-project.org/web/packages/AzureML/index.html
Regarding your 2nd question - RTVS/SQL integration - yes, that's definitely coming too. For this initial release we just wanted to make sure we got the core IDE functionality right...
Kind of like SQL Server Integration Services but instead of SQL Server, target Azure ML.