Thanks for asking question! Yes, The following protocols and ports are required to access the files: Microsoft file sharing SMB: UDP ports from 135 through 139 and TCP ports from 135 through 139. Direct-hosted SMB traffic without a network basic input/output system (NetBIOS): port 445 (TCP and UPD).
And the App Service sandbox explicitly does not allow access to the ports necessary for SMB protocol (137/138/139/445).
There are restrictions in terms of network access from an Azure Web App. This section outlines limitations specific to Azure App Service; apps are, in addition, still subject to Azure's own networking restrictions.
Check this article link mentions it under Restricted Outgoing Ports: https://github.com/projectkudu/kudu/wiki/Azure-Web-App-sandbox.
Alternatively, you can use Azure File Share and access using REST.
Also, the best way to share your feedback would be to create a User Voice feedback item and upvote it. The product group monitors this site for feedback. This is the best way to ensure you are heard and you may receive a response depending on how much they information they can currently share.