If you switch the "Built in" Azure Service bus explorer from Peek Mode to Receive Mode you might get two new buttons (depending on rights and if there are messages).
These are Dead-letter and Purge messages.

Even though the latter says "Purge" it might be that it does a Receive-and-delete. Which might have an impact on CPU/RU if you have lots and lots of messages. Might. I lack sources for this claim as it is harvested crud from historicial links and discussions and whatnot.