Azure VM Deployment: Should You Use Availability Set or Availability Zone?
AzureSimplest answer: Availability Set < Availability Zone
Meaning that Availability Set gives you a better resiliency on your server, SLA speaking is 99.95% for Availability Set vs 99.99% for Availability Zone.
Availability set automatically distribute your VMs across multiple fault domains. This avoid Single point of failure. That's no more that what Azure said on the SLA page.
If you need to ensure that at least two VM are available if a single Azure datacenter becomes unavailable means that you needs to deploy each virtual machine in a separate Availability Zone.
Availability zone, physically separate your resources winign an Azure region. This is in case you need to be datacenter fault tolerant. You'll have the ability to chose the specific zone.
In GCP world, you don't need to select this option, it is more like a default option as you need to choose every time the specific zone where you are deploying the VM. GCP make it more explicite when Azure says, you have an option to activate, that allow you to choose your zone to be fault tolerent to datacenters.
Availability Zone is a big word for a simple concept to simply choose your zone.