Perhaps this is separate, but Azure has a bit of a latency problem on their App Service Plans and the storage. I know that it has something to do with how they are able to offer instant scaling up, down and out. And the ability to move an app slot to another service plan instantly. However it does have some major performance issues, it's also very slow to unzip items. Unzipping from the terminal will end up just timing out (though the process will complete, eventually.) This causes auto-update failures way too often. Wordpress, Magento, etc objects load really slow for example. I hope someone at Microsoft reads this and figures out a way to bring this latency down. It's a really great service otherwise, in that you don't have to worry about patching your server.

I've never had an issue with their blobs or CDN speeds, but the app service disk latency is an issue. Specifically, in my case, with PHP apps.