To make our HTML app from azure mobile sites work we had to do some fiddling – well beyond the material noted in the download instructions. The issue were all to do zones, hosting trusts, and CORS.
Having run the simple app in iisxpress, before adding authentication, we then created a visual studio website. This we then published to http://odataresohtml.azurewebsites.net/
Now we can pop windows etc.
On a kindle it looks like this: