Hello Lucas Deng
Welcome to Microsoft Q&A Platform, thanks for posting your query here.
If you don't select any Availability Zone when you deploy a VM, then they are placed within the Azure region where the virtual machine is created.
Azure regions consist of one or more data centers that are geographically located near each other and connected by a low-latency network. When a VM is deployed within a region, Azure's infrastructure platform automatically distributes the VMs across multiple physical servers within the region, based on the provider's load balancing algorithm.
Hope this helps.
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