One of the promises of Azure SQL Data Warehouse is the ability to have petabyte scale. The ability to quickly scale data, and have that data scale independently of compute resources. So when one I my clients emailed me yesterday with this screenshot, needless to say I was concerned.
As you can see, when the properties screen shows a max size of 5 GB. So I sent a frantic email to one of my colleagues on the SQL Data Warehouse team (thanks, JRJ). Turns out, due to the distributed architecture of SQL DW, that max database size refers to the size of the control node, and not the underlying data nodes that service your queries. So feel free to ignore this.