Managed disks are new and maybe you have run into a deployment error with VMs using managed disks. The reason for that is mentioned in the notes, directly at the beginning of the documentation.
VMs with Managed Disks require outbound traffic on port 8443 to report the status of the installed VM extensions to the Azure platform. Provisioning a VM with extensions will fail without the availability of this port. Also, the deployment status of an extension will be unknown if it is installed on a running VM. If you cannot unblock port 8443, you must use unmanaged disks. We are actively working to fix this issue. Please refer to the FAQ for IaaS VM Disks for more details.
https://docs.microsoft.com/en-us/azure/storage/storage-managed-disks-overview
The solution right now is to unblock outbound traffic on port 8443 or using unmanaged disks. Regarding the FAQ: Microsoft will fix this issue at the end of May 2017.
Is there an estimated date for this issue to be fixed so I no longer have to unblock port 8443?
Yes, by the end of May 2017.
https://docs.microsoft.com/en-us/azure/storage/storage-faq-for-disks#managed-disks-and-port-8443
Want to know why you should use managed disks on Microsoft Azure? Have a look at my previous blog post.
-> https://www.danielstechblog.io/use-managed-disks-microsoft-azure/