This of course makes your VM run slower, as you have resources being allocated for services you don’t need. So how do you go about removing the unnecessary components?
When you attempt to run the SQL Server Installation Center it will complain with an error it cannot find the media. However if you look in the C drive you will find a directory similar to “C:\ SQLServer_SQLMajorVersion.SQLMinorVersion_Full” (for SQL 2012 this would be C:\SQLServer_12.0_Full) which contains all the media.
Try it out next time you start up a new SQL Azure VM, or go into your existing ones and make sure you remove any services you are not using.