By adding an Avkash response, Azure will periodically try to establish VPN tunnels with your local device, so you do not need to perform manual actions on your device.
To dive into internal components a bit, the Azure Gateway is trying to establish an IPsec tunnel. To create this tunnel, the Azure gateway and your VPN device must negotiate a number of security associations. They are called phases 1 (isakmp) and Phase 2 (ipsec) SA. These SAs contain mutually agreed parameters (security keys, lifetime, etc.) that both devices will use to encrypt packets between two endpoints.
When you say you want to βresetβ your connection, I assume that you are looking for steps to clean and review these SAs. You can do this from your device by issuing the following commands after entering your device. This should notify the Azure side and trigger a second discussion.
Cisco ASA and ISR devices
clear crypto isakmp sa clear crypto ipsec sa
Juniper SSG / ISG devices
clear ike all
Juniper SRX / J devices
clear security ike security-associations
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