You might find that when you are using SMTP or telnet to the target port 25 for smtp service fails, it’s expected because the port 25 might be blocked by Azure based on what kind of subscription you are using.
Check the article here: https://blogs.msdn.microsoft.com/mast/2017/11/15/enhanced-azure-security-for-sending-emails-november-2017-update/
You might also be able to refer to the article to submit a case to Microsoft support to enable the port. but be aware that for free Trial cannot be unblocked.