The "3D buildings" you see in Azure Maps are actually extruded polygons of the footprint. Some buildings look more detailed than others as the footprint is broken up into multiple pieces and given different heights, so this is technically 2.5D buildings. This data is available in the vector tiles of Azure Maps. The Azure Maps vector tiles algin with the Mapbox vector tile open standard. Getting these to work in Cesium would likely be a decent amount of work. There is an open-source library here: https://github.com/robbo1975/MapboxVectorTileImageryProvider that reads vector tiles and styles, however I don't think it supports extruded polygons. Digging into this library, it looks like it converts the data to GeoJSON, and looking at the Cesium samples, there is a way to create extruded polygons via GeoJSON: https://sandcastle.cesium.com/?src=GeoJSON%20and%20TopoJSON.html (press the custom style button) I suspect you will need to style the polygons like this:
entity.polygon.height = entity.properties.ground_height;
entity.polygon.extrudedHeight = entity.properties.height;