Default membership provider needs access to master database

I have an ASP.NET web form application on .NET 4.5 using the internet template.  I use an Azure SQL Server database.  I am also using the built-in membership providers.

I find that the membership provider needs access to the master database, even though the six membership tables are located in my application database specified in the DefaultConnection connection string.  Even if I have an explicit initial catalog in the connection string, I keep getting "Cannot open database "master" requested by the login."

Of course I can solve the problem by taking the lazy way and simply give the database id access to the master database.  But what is the real reason that the master database is required?

Thanks.