I think that one of the best features is definitely the premium version, along with the IDPs in terms of the intrusion detection and prevention system.
Azure Firewall provides a scalable, auto-scalable solution managed by Microsoft, requiring no user maintenance. It integrates with Azure Services, offering robust security with threat intelligence and network filtering, though lacking advanced intrusion prevention and detection. Firewall policy control, URL content control, and antivirus bolster threat prevention despite high pricing and limited threat intelligence. Improvement is needed in documentation to support on-premises transitions. Competitive pricing and feature enhancements could enhance its adoption.