The RDP service is not available in Safe Mode.
When you check the screenshot in the Boot diagnostics in the Azure portal, you might see that the VM boots normally, but the network interface is not available: You cannot make an RDP connection or other connections (such as HTTP) to a VM in Azure because the VM is configured to boot into Safe Mode. This article shows how to resolve a problem in which you cannot connect to Azure Windows Virtual Machines (VMs) because the VM is configured to boot into Safe Mode. Cannot RDP to a VM because the VM boots into Safe Mode