Microsoft's Azure Application Gateway is a platform-managed, scalable, and highly available application delivery controller as a service with integrated web application firewall.
Other load balancing tools in Azure (Azure LB and Azure Traffic Manager) are limited in their functionality in comparison with the Azure Application Gateway, and also, they don't provide security features. Azure Firewall, although it has security features, is more expensive, …
HAProxy is an excellent load balancer that can also be used in cloud environments (and we do!), and is relied by hyper-large enterprises globally as well. However, HAProxy is a little bit more rudimentary in feature space, it does the core job well and securely, but doesn't …
Azure Application Gateway gives you application-level routing and load-balancing services that let you build a scalable and highly-available web front end in Azure.