Per the Performance best practices for SQL Server in Azure Virtual Machines documentation:
There is a note with regards do disk striping:
Use data disks for data and log files: If you are not using disk striping, use 2 Premium Storage P30 disks where one disk contains the log file(s) and the other contains the data and TempDB file(s). Each Premium Storage disk provides a number of IOPs and bandwidth (MB/s) depending on its size, as described in the following article: Using Premium Storage for Disks. If you are using a disk striping technique, such as Storage Spaces, you must place all files on the same drive.
Is there a specific reason why this would be the case?