At the moment, you can run AlwaysOn Availability Groups without availability group listeners in Windows Azure VMs. This is because Windows Azure networking does not support assigning multiple IP addresses
to the same VM or allow the IP addresses to fail over from one VM to another, which is required by the listener. This caveat shows up elsewhere when you attempt to set up an availability group in Windows Azure VMs.
Specifically, after you create a windows server failover clustering (WSFC) cluster in using two Windows Azure VMs, the cluster name cannot start because it cannot acquire a unique virtual IP address
from the DHCP service. Instead, the IP address assigned to the cluster name is a duplicate address of one of the nodes. This has a cascading effect that ultimately causes the cluster quorum to fail because the nodes cannot properly connect to one another.
The WSFC team has supplied the a WSFC cluster creation script
that works around this behavior.
To perform the GUI equivalent of the script: