Azure closing idle network connections

You're hitting a design feature of the software load balancer in front of your VMs. By default it will close any idle connections after 4 minutes, but you can configure the timeout to be anything between those 4 and 30 minutes:

Configurable Idle Timeout for Azure Load Balancer

However, it is a good practice both on the infrastructure and application side to have some kind of keepalives. It will save you more than a headache in the future.

Edit to add that Azure now supports TCP Reset on Idle Connections

TCP settings for Azure VMs

Azure VMs communicate with the public Internet by using NAT (Network Address Translation). NAT devices assign a public IP address and port to an Azure VM, allowing that VM to establish a socket for communication with other devices. If packets stop flowing through that socket after a specific time, the NAT device kills the mapping, and the socket is free to be used by other VMs.

This is a common NAT behavior, which can cause communication issues on TCP based applications that expect a socket to be maintained beyond a time-out period. There are two idle timeout settings to consider, for sessions in a established connection state:

inbound through the Azure load balancer. This timeout defaults to 4 minutes, and can be adjusted up to 30 minutes. outbound using SNAT (Source NAT). This timeout is set to 4 minutes, and cannot be adjusted. To ensure connections are not lost beyond the timeout limit, you should make sure either your application keeps the session alive, or you can configure the underlying operating system to do so. The settings to be used are different for Linux and Windows systems, as shown below.

For Linux, you should change the kernel variables below. net.ipv4.tcp_keepalive_time = 120 net.ipv4.tcp_keepalive_intvl = 30 net.ipv4.tcp_keepalive_probes = 8

For Windows, you should change the registry values below. KeepAliveInterval = 30 KeepAliveTime = 120 TcpMaxDataRetransmissions = 8

The settings above ensure a keep alive packet is sent after 2 minutes (120 seconds) of idle time, and then sent every 30 seconds. And if 8 of those packets fail, the session is dropped.

Source: https://github.com/wbuchwalter/azure-content/blob/master/includes/guidance-tcp-session-timeout-include.md