That should be supported. The app service sandbox doesn't block any ports related to FTP (implicit or explicit) or SFTP. Are you seeing a particular error? From kudu (appname.scm.azurewebsites.net/console) try to see if you can using tcpping to establish a TCP connection to the FTP server. More details below.
[https://techcommunity.microsoft.com/t5/apps-on-azure/networking-related-commands-for-azure-app-services/ba-p/392410#:~:text=%20Networking%20Related%20Commands%20for%20Azure%20App%20Services,current%20DNS%20server%20that%20is%20being...%20More%20][1]
You can also utilize curl which is installed in Kudu to test FTP connections to isolate if the issue is happening outside the context of your code.
Curl.exe -T <path-to-file-that-needs-to-be-deployed> -u "username:password" "FTP URL" -Verbose
[http://www.mukeshkumar.net/articles/curl/how-to-use-curl-command-line-tool-with-ftp-and-sftp#:~:text=%20Curl%20with%20FTP%20%201%20Login%20usign,or%20%E2%80%9CSecure%20File%20Transfer%20Protocol%E2%80%9D%2C%20in...%20More%20][2]