Do you use a custom image or jsreport official one?
I've tried the following and it works fine
docker run -p 5488:5488 -e blobStorage_provider=azure-storage -e extensions_azureStorage_accountName=jsrtest -e extensions_azureStorage_accountKey=xxx== -e extensions_azureStorage_container=jsreport jsreport/jsreport:4.7.0-full