Hello
Welcome to microsoft Q&A, Thankyou for posting your query here.
Removing a virtual machine instance from a VMSS by default does not remove any associated disks. But the problem might have arisen because you deleted the captured image.
Check the real condition of the disk. To verify the state of the drive, use PowerShell or the Azure CLI.
az disk show [--disk-name]
[--ids]
[--resource-group]
[--subscription]
You might be able to retrieve your data if the disk is still there and in an unconnected state. Unattached disks can be downloaded as VHDs or copied to new managed disks using Azure.
It's possible that the data cannot be recovered if the disk was accidentally erased. In this scenario, the VMSS will have to be redone. But if you have the original files, you can use an other image or make the image from scratch.
Hope this helps you.