When you are working on developing modern applications that need to be hosted on the cloud, you need to make sure that the applications are stateless. Statelessness is an essential factor for developing the cloud-aware applications. For example, you should avoid persisting any data in the resource that is specific to any virtual machine (VM) instance which is provisioned to any Azure Service (for example: App Service, API and so on). If you do so, you cannot leverage few of the services such as the auto scaling functionality as the provisioning of instances is dynamic. If you depend on any VM specific resources, you will end up facing troubles with unexpected behaviors.
Having said that, the downside of the previously mentioned approach is that you end up working on identifying ways of persisting data in different mediums depending on your application architecture...