Meraki MX does not support IKE V2. So, connecting to Azure without using vMX is a pain in the ^#$#@$%@.
I look after the Australian branch of a multi-national company. All their other sites do not use Meraki and the Australian branch is the only one that uses an MX. I had no choice but to configure the MX as Passthrough and put an old SonicWall between the WAN link and MX to establish a VPN link to Azure.
Using a vMX is not an option on cost reasons as we are the only site requiring that out of over 50 sites.
Where is IKE V2 support for MX? Still waiting ....