Why is my recursive CTE so much slower on Azure SQL? I have this simple recursive CTE for a hierarchy of folders and their paths:
WITH paths AS (
    SELECT Id, ParentId, Name AS [Path] FROM Folders
    WHERE ParentId IS NULL

    UNION ALL

    SELECT f.Id, f.ParentId, [Path] + '/' + f.Name FROM Folders f
    JOIN paths on f.ParentId = paths.Id
)
SELECT Id, [Path] from paths
WHERE Id = @FolderId

On my local SQL Server express, it runs in 35 ms no problem. On my Azure SQL database, it occasionally takes around 400 ms. The Azure SQL table only has around 2000 rows, and other simple queries only take around 80ms. I have indexes on Id and ParentId. My app can make this query very frequently and it's annoying to have to wait half a second or more every time. Here are screenshots of the two separate plans, no idea why they are different:
https://www.brentozar.com/pastetheplan/?id=Hky4zASAI

https://www.brentozar.com/pastetheplan/?id=H17LfRHAU

Is Azure SQL just slower?
EDIT: this has nothing to do with Azure SQL, the table there was a lot bigger than my test.
I checked your query again and it seems you can rewrite it this way:
WITH paths AS (
    SELECT Id, ParentId, Name AS [Path] FROM Folders
    WHERE Id = @FolderId

    UNION ALL

    SELECT f.Id, f.ParentId, f.Name  + '/' + [Path] FROM Folders f
    JOIN paths on paths.ParentId = f.Id
    )
SELECT @FolderId AS Id, [Path] from paths
WHERE ParentId IS NULL