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I am using the MS Hosted runner image as base then adding some additional toolsets that we need. The SSIS projects is not an available workload for the packer build to include natively, I have to install it after. The issue I have is I don't want to be dependent on a single version, but would prefer to download the latest:
https://marketplace.visualstudio.com/_apis/public/gallery/publishers/SSIS/vsextensions/MicrosoftDataToolsIntegrationServices/1.3.2/vspackage
The current version seems to be 1.3.2. For the other toolsets I have added extra, I am able to find them in some package manager, repository or GitHub to grab. I cannot seem to find a way with this one. I was thinking of using vswhere.exe to get the version of VS that the system has and use that as a basis of what version to get of the SSIS projects extension.
Updated:
I reviewed their older releases:
https://ssis.gallerycdn.vsassets.io/extensions/ssis/microsoftdatatoolsintegrationservices/1.0.1/1687243002634/Microsoft.DataTools.IntegrationServices.exe
I see that, that is a blob. I cannot move up to a more higher-level:
https://ssis.gallerycdn.vsassets.io/extensions/ssis/microsoftdatatoolsintegrationservices
I get a:
<Error> <Code>BlobNotFound</Code>
<Message>The specified blob does not exist. RequestId:78e28227-c01e-004d-159f-2306f5000000 Time:2023-11-30T15:11:47.2421681Z</Message> </Error>
which makes sense since it is a container path, not the blob itself, but even in storage explorer, connecting to:
https://ssis.gallerycdn.vsassets.io/extensions
Results in a cert error, then when I switched to use the system proxy, it gets an auth error, but being that this is a public blob, I assume it is using anonymous auth at the container level.
This SSIS runtime is not available in any of the Express editions.
From MSDN:

The only extra services that you get with the Advanced Services are Full Text Search and Reporting Services.
This package contains all the components of SQL Server Express including the full version of SQL Server 2014 Management Studio. This is a larger download than โwith Tools,โ as it also includes both Full Text Search and Reporting Services.
Take a look at this page:
https://msdn.microsoft.com/en-us/library/cc645993(v=SQL.110).aspx
Under the heading
Integration Services
You'll see Express with Advanced Services has:
- SQL Server Import and Export Wizard
- Built-in data source connectors
But it doesn't have
- SSIS designer and runtime
So the answer is no: express with advanced services does not have the full SSIS version, therefore you won't see it in the install tick boxes. It does have import/export wizard
SQL Server 2016 Development edition is free and comes with SSIS
To transfer data from Azure to a local excel file I can think of three options off the top of my head:
Manually, run a select query in SQL Server Management Studio, then copy paste the grid into Excel. Or you can right click/Save results as CSV
You should be able to use the import/export wizard on your local install of SQL Express to extract data from the Azure instance. I've never tried it though
If you want to automate it you can use SQLCMD to export a CSV file also
The next question is why do you want to export it? If it's for analysis you might be better served running SQL Queries. If it's for a report, again you might be better served with SQL queries or whatever bits of SSRS are installed with SQL Server Express Advanced