AWS you have the same basic concepts of a network, and the terminology aligns enough that you can make sense of it fairly quick if you're in the network realm. Azure however takes all of that 'network' stuff and turns it into this abstraction where you have to carefully follow one of their guides to realize it's out of date, or the UI doesn't show the appropriate information etc. Also you have Azure network portions that block ICMP because of 'security'.
This is all anecdotal from my experience of course, but it's why I keep referring to Azure as the "Excel spreadsheet of the cloud" because the entire design of it is in your face and non intuitive.
For instance if I wanted to make a direct connection like DirectConnect to multiple VPC's in AWS, I'd use the Transit Gateway, connect to it from on-prem, add the VPC and the route, and be done.
In Azure, I'd use expressroute, add the Expressroute circuit to a Subscription, add a gateway for that, and then an additional gateway for each VPC equivalent, create an authorization key for each 'VPC' equivalent and sync them, and then define routing per gateway. Then when you go in to trace the network path ICMP is blocked.
I know AWS is more mature than Azure, so it's not entirely fair to criticize them, but every time I touch Azure I miss AWS, or even GCP. Perhaps it's just me not being familiar enough with Azure. ¯\_(ツ)_/¯