I have domain example.com pointing to Azure Application Gateway
In Application Gateway I use url based routing which routes traffic to Azure App Service (blog.azurewebsites.net), and ssl termination.
App Service this is wordpress site with WP_SITEURL and WP_HOME set to "example.com".
Now, if I go to:
https://example.com/post/ - works well
https://example.com/index.php - works well
https://example.com - redirect loop takes place