Hi Sachin,
I'd recommend that you check the Networking configuration on your Virtual Machine as it sounds like when connected to the Cisco Meraki Client VPN your Public IP changes, and it is not allowed to access the Azure VM.
While connected to the VPN, please access https://www.whatismyip.com/ and take note
- Go to the Azure Portal, and go to Virtual Machines
- Find your Azure VM, and click at Networking, then verify if your Public IP is listed there
- If your IP is not there, consider click Add inbound port rule
- Then, fill like the following image