We are working on giving more control over authentication within Point-to-Site connectivity to Azure.
Bridget [MSFT]Keith Furman commented
Looks like this was just announced:
Point-to-Site (P2S) VPN Support for macOS and Active Directory (AD) Authentication
P2S VPN connectivity allows customers to connect to their Azure VNet from anywhere using their Windows machines and now macOS. With Active Directory domain authentication customers can now use their organization’s domain credentials for VPN authentication instead inserting certificates on the client machines. The Azure VPN Gateway integrates with your RADIUS and AD Domain deployment running either in Azure or on-premises. Integrate your RADIUS server with other identity systems for additional authentication options for P2S VPN.