Azure and DNS services
There is another manual for enabling reverse lookup DNS in azure.

Will my reverse DNS records resolve from the internet?
Yes. Once you set the reverse DNS property for your Azure service,
Azure manages all the DNS delegations and DNS zones required to ensure
that reverse DNS record resolves for all Internet users.
Are default reverse DNS records created for my Azure services?
No. Reverse DNS is an opt-in feature. No default reverse DNS records
are created if you choose not to configure them.

It seems that reverse dns has to be enabled if it is used internally.