Hi @MyAzQuery ,
it could be a firewall in your Azure environment, if you deployed a firewall.
Also it could be a Network Security Group (NSG) that is blocking the inbound RDP connection. A NSG could be associated with a NIC of a VM or/and a vNet/subnet.
What kind of Public IP SKU do you use?
Public IPs with SKU Standard
are blocking incoming traffic without a NSG. (Using a NSG is required)
Public IPs with SKU Basic
are allowing incoming traffic without a NSG. (Using a NSG is recommend but not required)
https://learn.microsoft.com/en-us/azure/virtual-network/ip-services/public-ip-addresses#sku
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Regards
Andreas Baumgarten