Azure by default denies and blocks all public inbound traffic to an Azure virtual machine, and also includes ICMP traffic. This is a good thing since it improves security by reducing the attack surface.
if you need to access your application from Internet, you will need to allow the specific ports and protocols. For the diagnostic tool Ping, you have to allow the protocol ICMP by adding a new inbound port rule:
The last step is to enable the Echo Request – ICMPv4-In or Echo Request ICMPv6-In rules in the Windows Firewall with Advanced Security, which is disabled by default on Windows Server.
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