You may already know the Azure service called Azure Lab Services which allows you to quickly create development/test environment in a self-service mode for your developers and/or testers.

This service has been updated to now allowing you to automatically shutdown virtual machines when user disconnects from the remote desktop session.

To enable this new feature, just go to your Azure Lab Services settings

And then enable the option “Automatically shut down virtual machines when users disconnect” and define the timing before the VM will be shutdown once the user is in disconnected mode