Azure Windows VMs will automatically activate via the Azure KMS (Key Management Services). If you're seeing a message that Windows is not activated, these warnings usually clear up with time or a restart of the VM. You can always attempt to force this with an "Slmgr -ato" from a command prompt. If this command results in an error the details may state that the Azure KMS service is unreachable, this would indicate the KMS service is unavailable and perhaps under maintenance. Attempting the command again at a later time may resolve this. You should not see any impact to user functionality when an Azure VM is showing this message.