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 is highly stable and seamlessly integrates with Azure services, enhancing network security with efficient threat intelligence and DDoS protection. It offers robust autoscaling for scalability, supported by knowledgeable technical assistance. However, it lacks features like intrusion prevention, advanced filtering, and machine learning. Performance and scalability vary across regions, and its high cost reduces appeal. Improvements are needed in reporting and monitoring, with threats intelligence not matching competitors.