Azure Firewall Standard is recommended for customers looking for Layer 3–Layer 7 firewall and needs auto-scaling to handle peak traffic periods of up to 30 Gbps.

It supports advanced threat protection capabilities like malware and TLS inspection.

Azure Firewall Premium is recommended to secure highly sensitive applications (such as payment processing).

Besides it also in a lower price range so it should be more attractive to midsized companies. It lacks the advanced features of the Standard and premium Firewall but is does provide you with enough features to better secure your environment. The solution is more aimed to midsized companies. Recently Microsoft announced the preview of a new Firewall sku, the Azure Firewall basic.

The Azure firewall is a powerful SaaS solution of Microsoft, but also an expensive one.

There are several options but one of the options that you have is to use the Azure Firewall. To increase security on your Windows 365 hosts you might want to put your Windows 365 clients behind a firewall.

Advanced installer intune tool