It's ideal to have the 3CX server location as close to the physical location of use as possible. While it may work in East Asia, that is a bit of distance for data to travel.
From a bandwidth perspective, Asian and Oceanic based datacenters tend to charge more versus a US/European datacenter.
I would recommend making sure that your Azure account is fully activated. As well, I would also recommend trying to go through the setup process of a virtual instance directly through the Azure dashboard. If you don't receive any error messages, than I would reattempt running PBX Express, maybe even from another web browser.