Check for error messages in the Microsoft Azure card on the Integrations page by navigating to: Setup → Apps & Add-ons → Integrations → Third-Party Integrations → Microsoft Azure. If an error is shown, try re-enabling the Microsoft Azure integration, and then check if the users are listed.
Try reconnecting to the Microsoft account. You can find the Disconnect option in the top-right corner of the Import from Azure popup by navigating to: Setup → Users and Permissions → Users → Requesters → Import from Azure
Once disconnected, refresh the page, and try using Import from Azure again.
Check if the unlisted users are of type "Member" and not "External" users in Microsoft Azure. Also, verify whether these users are already present under the Requesters or Technicians list in SDP. If they are, they will be excluded from the import list.

Note: If the issue still persists, please contact support with the following details: