Sorry folks, but we are not able to repro this issue (either using SSMS 17.9.1 or SSMS 18 Preview 7).
Since multiple people out there are reporting this issue, it is obvious that we are missing something that is specific to your environment or configuration.
Could you help us out and try to describe a little better your subscription/environment/account/permissions?
For example, does the following mainstream scenario works for you all:
1) Connect to Azure Portal
2) Create SQL server+database
3) Go to SSMS and connect to
4) Add firewall rule
If it does, then can you identify what is different between the case where it works and the case where it does not?
An error occurred while saving the commentkanadaj commented
@Matteo the portal works just fine, as does SSMS on another machine. Reinstalling Windows and SSMS fixes the issue as well. So this is computer specific. Possibly a corruption of some cached info, although clearing IE cache didn't help. Maybe you're storing an expired token of some kind?