With the latest update for System Center Configuration Manager (SCCM) Current Branch (build 1806), you can now select and use Azure Resource Manager (ARM) when deploying Cloud Management Gateway (CMG) and/or Cloud Distribution Point (CDP); this should now be your preferred option for such deployment.
Using the SCCM Console, go to the Administration workspace and reach the Cloud Services\Cloud Distribution Points or Cloud Services\Cloud Management Gateway section to create the role.
Then choose Azure Resource Manager Deployment option (which is the default) and complete the provisioning process.
