Come the day you want to install SQLServer 2019, when the first prerequisite is to have Windows 2019 installed. Not to worry, until you discover that your Azure VM doesn’t support upgrading its OS. The only option is really to create a new VM with the new OS and reinstall this machine. For a test setup, it’s probably manageable, but in #realworld this will quite quickly mean a new project, approvals, and months of pain.

Read more : https://www.mattiasdesmet.be/2020/04/26/upgrade-the-azure-vm-windows-os/