Looking at the Breaking Changes in the Azure SDK for .NET 2.5 Release Notes:
Diagnostic configuration in code is no longer supported . With the Azure SDK version 2.5, all diagnostic configuration must be done in the XML.wadcfgx diagnostic configuration file. Any previous diagnostic configuration based on code (for example, using the API DiagnosticMonitor) should be transferred to the diagnostics.wadcfgx file. The code used to configure crash dumps in previous SDKs must also be transferred to the .wadcfgx diagnostic file.
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