I've also had very odd issues where agent pools will have an idle worker but the pipeline will sit saying there are no agents, waiting. Eventually it goes, but... It's just a bad impression when you're showing it and it's not consistent.
Also, the UI. Tis horrible. Take a nod from AWS guys and get rid of the widgety attempt at entertaining some exec who doesn't use Azure. AWS interfaces load consistently for the most part and do a much better job in being not annoying, comparatively.
Another bad user experience is if you write a pipeline, by hand, without the GUI and try to run your pipeline - well, good luck. Authorization for certain components of your pipeline will fail, even if they follow the pipeline documentation to the T. Why? Because the pipeline web GUI workflow does linking of authorization between components on first run and if you only kick your build off using, say a code check-in, the pipeline will just fail. And it will give you a non-descript authorization error until you pull all your hair out and randomly do a commit from the Repository GUI of which it will pop up a message asking you to authorize the thing that had been failing for the last hour. Either document this better or give users a descript error of the actual problem. This, again, is oft where I find Azure lacking.