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“…we recognize that proactive notification of planned maintenance is a much-requested feature, particularly to help prepare in a situation where you have a workload that is running on a single VM and is not configured for high availability. While this type of proactive notification of planned maintenance is not currently provided, we encourage you to provide comments on this topic so we can take the feedback to the product teams.”

http://blogs.msdn.com/b/mast/archive/2013/09/24/windows-azure-virtual-machine-restarted-or-shutdown-with-out-any-notification.aspx

That’s still how it rolls in 2015+