Cannot Ping Virtual Machines in the same Azure Vnet

I came across a strange issue recently where I couldn’t ping another Windows 10 Virtual Machine in the same Virtual Network. My Virtual Network contains three subnets, and Virtual Machines are attached to Subnet1 and Subnet2.

Natively, all devices in a Virtual Network should have the ability to communicate with each other.

It turns out that Windows 10 installed some updates after a deployment which turned my Windows 10 Local Firewall on. After turning the Private firewall off, both Virtual Machines were able to communicate with each other.

Once I knew this was working, I created an ICMP Firewall rule.