Thanks for your patience in troubleshooting the issue.
The issue you are seeing is due to the NSG configuration. The VMSS default LB is changed from Basic to Standard. Basic LB without NSG explicit rule was working previous(RDP to VMSS nodes). However now that the default LB is Standard, you need to associate NSG with RDP port open in NSG on subnet level.
Hope this information is helpful.
I do see that there is a need to update the document to calling our the NSG part. I will immediately share the feedback to document author for updating the content.
Please 'Accept as answer' if it helped, so that it can help others in the community looking for help on similar topics.