From https://www.ncbi.nlm.nih.gov/pubmed/20150207:
"Azithromycin induces anti-viral responses in bronchial epithelial cells."
From the abstract:
In conclusion, the results demonstrate that azithromycin has anti-rhinoviral activity in bronchial epithelial cells and, during rhinovirus infection, increases the production of interferon-stimulated genes.
Of course, that doesn’t exclude it from having anti-coronavirus activity.