Azure Firewall is typically behind other vendor firewalls because we don't see what kind of traffic is traveling through it. That is one drawback. The main drawback is that we need log support from Azure Firewall, which can be quite costly. There is no login feature in Azure Firewall because only the IAM feature is available in the Azure site; we manage it only through the Azure portal, not through any other portal. Other vendors, such as Palo Alto, provide GUI or CLI interfaces to manage their firewalls, whereas we only manage Azure Firewall through the Azure portal. In the future, I would like to see additional features in Azure Firewall Manager to make it more competitive, such as technologies like App-ID and User-ID that Palo Alto has. Azure Firewall currently only allows traffic based on layer four and sometimes layer seven, so they need to improve in those areas compared to other vendors.
