FIXed.
WE have confirmed this issue is caused by the new version of FSlogix which is part of the Azure marketplace image. The fix is to disable "Roam recycle bin" via GPO. It's not a problem for us since we don't use recycle bin in our environment. Just we are not too sure why we don't have to do this with the previous image versions.
The url below had helped us to resolve this.
https://justinverstijnen.nl/solved-fslogix-update-25-02-breaks-recycle-bin-bug/