Azure Synapse Analytics is an integrated analytics service that combines the best of SQL Databases and Big Data. It provides a wide range of features for data storage, processing, and analytics, including data exploration and visualization. You can use Azure Synapse Analytics to connect to the dataset stored in Azure Blob Storage, perform exploratory analysis using T-SQL or Spark, and visualize the results using Power BI integration. While other services like Azure Data Factory, Azure Databricks, and Azure Stream Analytics can be used for various data processing tasks, they are not primarily designed for data exploration and visualization.