We recommend that you preserve the original HTTP host name when you use a reverse proxy in front of a web application. Having a different host name at the reverse proxy than the one that's provided to the back-end application server can lead to cookies or redirect URLs that don't work properly. For example, session state can get lost, authentication can fail, or back-end URLs can inadvertently be exposed to end users. You can avoid these problems by preserving the host name of the initial request so that the application server sees the same domain as the web browser.

https://learn.microsoft.com/en-us/azure/architecture/best-practices/host-name-preservation