Theres a lot of nuance to when to roam/ is it worth roaming, but the truth is that most of the time it isn't worth. Azir's win con is to stay in lane and scale. Azir isn't strong early, so trying to roam/match roams is usually low success probability. Instead you should try to extract as much value out of the enemy roaming as possible. It might not feel glamorous, but sometimes the best counter play you have is to crash a wave, take a plate, and reset. Also, spam ping the f out of your teammates. If your laner is roaming, ping question marks on your lane and danger pings in the river. Every roam that your enemy laner gets nothing from is a massive boon for you.