Azure SQL Audit Log Analysis Afternoon all

I am attempting to analyse some Server Audit logs for one of my Azure DB databases that reported unusual activity. 

I have full access to the logs and have downloaded then as well as Merged them using SSMS 17.1. 

I have 2 logs:

Log 1 | 20k Rows

Log 2 | 20k Rows

Log 1 + 2 | 6.5k Rows

Individually they read as you would expect, however, when I add them both to the same Merge Audit Files in SSMS, the resulting session only details 6.5k rows with an extremely limited timeframe.

Has anyone come across this to be able to help me understand what is going on?  If I want to try and identify the Queries run from and given IP address, I would rather not have to do it log by log!
Having now spoken to Microsoft about this, it's a known issue in SSMS 17.1.  At least we now know!

They rightly recommended to use sys.fn_get_audit_file instead.