When you create a virtual machine on Azure using the Azure portal, you can now choose between Basic or Advanced when setting up the Network Security Group (NSG).

The Basic option let you select which default ports (HTTP, HTTPS, RDP, SQL…) to allow (keeping in mind that this/these port(s) will be exposed to the internet) while the Advanced option lets you select or create your very own Network Security Group (as it was the case so far)