@Le Nguyen Minh Huy Thanks for the question. We have forwarded to the product team to check on this issue. You can try the following.
The sshd/server settings in /etc/ssh/sshd_config :
TCPKeepAlive yes
ClientAliveInterval 60
ClientAliveCountMax 40000
AND
the ssh/client setting in ~/.ssh/config :
ServerAliveInterval 60
We would recommend to raise a Azure support desk ticket from Help+Support blade from Azure portal for your service resource. This will help you to share the details securely and work with an engineer who can provide more insights about the issue that if it can be replicated.