Hi, @CHEN XIAOJIE
Thanks for the additional information!
I understand that you're not working well because of the combination of Front Door and App Service.
The App Service ARR passes the cookie of the App Service origin domain to the browser instead of the Front Door domain, so it will not work via the Front Door.
If the backend origins are spread across multiple, you can enable Session Affinity for the Front Door.
https://learn.microsoft.com/en-us/azure/frontdoor/routing-methods#affinity
If you have one backend origin and you want to distribute it within it, you may be able to enable ARR Affinity in the following ways:
Try binding the same custom domain as Front Door to the App Service for reference below. Doing so may treat the client as a valid cookie and enable ARR.