Thanks for getting in touch. I strongly suspect your issue is related to the Windows host firewall, which is on by default in the majority of Azure images, and would block port 8081 by default, but not port 80.
To check if this is the case, while remoted into the server, hit the windows key and start typing “firewall”. You’ll see an icon for “Windows Firewall with Advanced Security”. Click on that
Under “inbound rules” you can check for rules relating to port 8081 or 8080 (whichever you wish to expose). To add a new rule, hit the “New Rule” link in the actions pane and fill in your details in the wizard. You can specify a range of ports here if you wish.
On azure, you’ll generally also have a Network Security Group, which is often where this problem pops up, but you’ve noted already that that’s correctly configured.
Hope this helps, if not do feel free to write back and we’ll see what else might be done