This is available for public preview as announced at Ignite this November, 2019.
Thank you for your suggestion. We are planning to support this feature.
We announced some of these capabilities for preview at Ignite this Nov., 2019. Workload groups allow for reserving and capping resources. You can also configure a query timeout to cancel a query.
Concurrency was increased to 128. Unlimited concurrency requires further analysis.
Thank you for voting for this feature folks. We’d like additional information before commenting on this topic. Please provide your scenario in the comments below. We currently have Query Data Store on our roadmap.