Allow NVAs etc... to establish BGP session directly with VNETs
To make HA scenarios a lot simpler with NVAs that support BGP (which most of them do nowadays) each VNET should allow you to establish a BGP session directly with it so you can advertise and learn routes dynamically straight to the VNET.
This would help so many HA scenarios and also making sure traffic flows are symmetric a lot simpler by using BGP local preference, AS Path and Weight attributes.
Perhaps this could be enabled via a VNET service endpoint on your VNET as required?
This is really really needed !