well actually i did not consider that option as the this is in azure, and I am not sure this scenario would be supported? at least not as an active-active solution as described on the link you mentioned - I guess this requires shared IP on the MXs? which I don't think is supported in Azure...
However of course I could deploy 2, and manually control which spoke connect to which hub (each set of spokes with their own supernet) - and create routes in azure for these supernets, to their respective vMX hub