DNS records are not automatically synchronized from Plesk to Azure DNS with installed Microsoft Azure DNS extension.
DNS records removed in DNS Settings in Plesk remain among Azure DNS zones after synchronization using Microsoft Azure DNS extension.
On clicking Sync All Zones in Extensions > Microsoft Azure DNS > Open > DNS Management, DNS zones are transferred to Microsoft Azure DNS.
The problem is caused by extension bug with ID EXTPLESK-1317 which will be fixed in one of the future extension updates.
Until the issue is resolved, DNS zones can be synchronized manually by performing the following steps:
Navigate to Extensions > Microsoft Azure DNS > Open > DNS Management and click Sync All Zones.
Note: Unnecessary DNS records are to be removed directly from Microsoft Azure DNS.