Every organization has public and private IP addresses, and you can't log into every machine over the internet. That's where Azure Bastion comes into the picture. You can configure Bastion on one machine, and from that machine, you can RDP or PuTTY to all the machines. RDP is for Windows, and PuTTY is for Linux.
In our team, there are several people. Usually, for RDP, they would require a license, whereas, with Bastion, there is no RDP license. You just go ahead and log in with your domain credential, and you can start working on it. It saves license costs.
It provides all the security to us. Without getting on the internet, we can access our servers. We can access our desktop through our web browser. We don't need to run the mstsc command and login to the VM. All those things are not required.