I spoked to our service team and received this response. Intel(R) SGX Technology does support preserving SGX sealed data across microcode update and enclave restart if the SGX enclave is restarted on the exact same SGX CPU. But in a cloud environment such as Azure, the SGX enclave cannot be guaranteed to restart on the same CPU during the microcode update rollout process that requires system reboot. Azure does not provide native solution to preserve SGX enclave data across microcode update.
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