How to query Azure Data Lake?

No there is not (yet). Sure, you can run a query using the portal or using Visual Studio (docs) or Visual Studio Code (docs) but all those tools will provide access to the generated file (which can be easily obtained or previewed)

Main reason is that u-sql / data lake analytics is geared toward long running jobs (that can take up from a few minutes to hours) to process the vast amount of data. Keeping that in mind you can hopefully better understand why these kind of direct query tooling is not (yet?) available.

EDIT: try upvoting this on the feedback site. What you are asking is a highly requested feature.