Palo VM firewall drop packets behind Azure load balancer

Question

The topoplogy is

spoke subnet ---> Aure LB ---> 2x Palo VM firewalls -> express route --> on-prem Palo firewall --> on-prem server

user at spok subnet send files to onprem is very slow. we did iperf test from a subnet in the spoke vnet to an onprem test server. There are drops on both of the firewalls that behind the LB. The dropped packets are normal tcp ack, fin-ack, rst ack cwr, and tcp retrsnmission.

we did another iperf test from a different subnet in the same spoke vnet and skip the Azure LB , just go through one of the Palo vm firewall. Then there is no drops on this Palo firewall.

also, there is no drop on the on-prem palo firewall.

what could cause the drop on the palo vm firewalls when behind the Azure LB? could anyone help? Thank you!