We understand this is a top customer ask and as such it is currently on our backlog to be prioritized. We will update when the status changes.Mani Gandham commented
Azure Table Storage is a key/value store (sometimes referred to as wide-column stores), similar to HBase, Cassandra, DynamoDB, BigTable, and others. The whole architecture is based around a sorted hashmap with partition and row keys, and that's where the scale and performance comes from. Secondary indexes do not really fit in this model.
If you need secondary indexes then you'll likely have to do it yourself. Some providers automate this (like AWs DynamoDB) and others build a new offering on top (like Google Cloud Datastore). It seems Azure went with the extreme option via CosmosDB which is a full database service that can be accessed over the table API, although at that point it would probably better to just use the native document store interface and get all the richness. Either way, that's probably the only path forward if you don't want to manage indexes yourself.