ANSWERED MYSELF:
This function would not work in Azure Portal, but did work in Azure management console. I posted a note about this on MSDN.
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I need SSL for many subdomains of mydomain.com that will point to many corresponding azurewebsites.net web sites (as App Services in one account)
I purchased a GoDaddy wildcard SSL Certificate for *.mydomain.net, then followed all the steps here, which is how to get the certificate from GoDaddy and then upload it to Azure,
and here, which has a little more detail on the upload to Azure.
http://azure.codegrains.com/2013/07/step-by-step-guide-for-implementing.html
Everything was working fine, however in the latter link, in Azure, in the Upload Certificate step, when I get to the step SSL bindings, I get this messsage:
Invalid SSL Binding
The following host names do not match the certificates:
Hostname: mydomain.net -> Certificate Hosts: *.mydomain.net;mydomain.net
Since the certificate is a wildcard certificate
What might be causing that and how might it be fixed?