Depending on your Azure subscription type you may find that port 25 is intentionally blocked by default. This is in place to prevent abuse of the service and stop spammers etc.
Depending on your subscription type it may be possible to have this block removed by logging a support ticket with Microsoft and requesting the block to be removed for your subscription.
Please review the details in this link:
https://learn.microsoft.com/en-us/azure/virtual-network/troubleshoot-outbound-smtp-connectivity