The previous Azure RemoteApp that was discontinued was great - it had a full UI in the portal and it didn't require to be linked to a full AD server.
I also don't understand why they're still basing everything on VMs which is such a slow and clunky solution. Surely containers would be a much better solution. There's no technical reason why RDP couldn't work in a container - the only thing holding them back is internal politics and licensing concerns.