Its not supported unfortunately, but you can use the Azure Load Balancer to get the results you want. Check out this link for information on Azure Load Balancer
For the official statement of not supported check out this link. Scroll down to the "Windows Server Features" section.
The reason why its not supported is that you cant utilize broadcast or multicast on layer two in Azure.
Hope this is helpful Best Regards, Timmy Malmgren
---If the Answer is helpful, please click "Accept Answer" and upvote it as it helps others to find what they are looking for faster!