We needed it, they made it!
Azure is actually testing Virtual Machine Serial Console on Azure techologies. They made the possibility to setup different VM settings without having to take back on premises the vhd, when you lock a Virtual Machine on Linux. (Wrong IP, subnet, or other network configuration)
Since january this year, Azure IaaS Engineering Team are testing the ability to set server related setting directly with a serial console on Azure.
You can also become a tester by clicking the following button and regitering for testing the new feature.
A detailed information can be found on github :
The current preview is available in West US Central and West Europe regions of Azure.
For testing this future new feature, register with this form (Early Access Preview):Register for testing console on Azure