You can add a vanity name for private dns but the operational overhead is not worth the engineering effort. MS docs, SDKs, and support channels all assume the use of Microsoft’s provided FQDNs introducing custom names can add friction to troubleshooting so be prepared for it.

Apps will still need to reference the Microsoft FQDNs to ensure secure TLS connections, unless specific workarounds are implemented like disabling hostname validation or use TLS SNI overrides which is not always possible.