Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
Can you please provide more information on this?
- Is this happening with only one VM?
- or Multiple VMs in the same subnet/VNet?
- Are you having any NSGs in this "VM" ?
- Is this NSG blocking network traffic from AzureBastionSubnet range?
- Are you having any local firewall in the OS of this "VM"
- If so, is this blocking network traffic from AzureBastionSubnet range?
- Are you having an NSG in the AzureBastionSubnet?
Please make sure you follow the requirements mentioned in : Working with NSG access and Azure Bastion
Cheers,
Kapil