Azure virtual machine

My company is transitioning to virtual PCs. When I try to connect to the virtual PC over my home Xfinity service the connection breaks and get the below message:

[Window Title]
Remote Desktop

[Content]
Your Remote Desktop Services session has ended.

The connection to the remote computer was lost due to network connectivity problems. Try connecting to the remote computer again. If the problem continues, contact your network administrator or technical support.

I have tried to connect to that virtual machine using XFINITYWIFI, the open hotstop, and it works just fine.

Is there any adjustment I need to make to my home service to solve this?