I just finished watching the “Steps to Create and Configure NSGs and ASGs” in the AZ-500 course, and it left me scratching my head. I was not aware I could use ASGs to filter traffic to a VM before watching the episode. However, after watching the episode, I had more questions than answers. I watched the video twice. The episode left out one crucial step. I had to read this article to understand why and how to use ASGs to filter network traffic: https://docs.microsoft.com/en-us/azure/virtual-network/tutorial-filter-network-traffic. The episode used any any for source and destination. The article shows me that I must put the proper ASG as the destination and then apply that specific ASG to the correct NIC.
Looking forward to working with Firewalls in Azure next.