Performance is notoriously slow
It appears Azure's docker container services, which App Services leverages, is the cause of the problem.

Two big pains with Azure's app service (as explained by Azure support):

First, the docker containers are spread out across multiple drives, and PHP/Drupal's nature in using file caching causes it to run slower than it should.

Second, setting PHP settings to setup xdebug for instance, were lost when the service was restart. A "feature" in Azure, the container since it's a PHP image, everything outside of the home directory gets reset. This could be fixed by using an empty container, but then I'd probably still have the first issue.

My solution was to spin up a VM in Azure and manage it there. Runs MUCH faster, more reasonably now. 

THANK YOU ALL