Edited Issue: Designer Model First :: script that we generate yields errors when running on Azure [1170]

When generating database script from model, we use the following:

USE [MyDatabaseName];

which throws the following error:
USE statement is not supported to switch between databases. Use a new connection to connect to a different Database.

Consider fixing this https://entityframework.codeplex.com/workitem/824 at the same (only if small).