CLR(Common Language Runtime) is another Data exfiltration risk on Azure SQL Managed Instance and it needs to be disabled unless there is a very specific need. This can be a potential risk and should be enabled after duly understanding the operations and should be audited.
Here is the code to disable CLR on Azure SQL Managed Instance
sp_configure 'show advanced options', 1;
GO
RECONFIGURE;
GO
sp_configure 'clr enabled', 0;
GO
RECONFIGURE
GO