Hello @Max ,
w.r.t 1) - it is expected and by design as the Virtual Machine is a "Virtualized Environment" i.e. Hyper-v.
Basically , You’re seeing a virtual device using virtual disk file(VHD) hosted on your SSD and that VHD file is attached to your VM IDE/SCSI controller which presents as a virtualized HDD device
w.r.t 2) Disk speeds depends on the type of disk like Standard SSD , Premium SSD , etc.
https://learn.microsoft.com/en-us/azure/virtual-machines/disks-types
Disk type comparison
https://learn.microsoft.com/en-us/azure/virtual-machines/disks-types#disk-type-comparison
The following table provides a comparison of the four disk types to help you decide which to use.