Set-AzureRmVMBootDiagnostics has no effect
The Set-AzureRmVMBootDiagnostics PowerShell cmdlet returns without an error, however, the boot diagnostics for a VM does not appear to change.
Also, the documentation for the Set-AzureRmVMBootDiagnostics cmdlet specifies the ResourceGroupName is the resource group of the VM, however, the cmdlet only works when the resource group of the storage account is used.
It seems you must pipe the results to Update-AzurermVM. Then you'll get the expected results.