There are many times that you can not test connectivity within Azure via ICMP. You could try a test-netconnectivity to the Meraki status page over the VPN. Also, you could try enabling ICMP on the outside of the vMX and ping that, though it may be hindered by the same issues. The VPN status page on a few implementations I have show numerous disconnects but there has never been and user complaints.
... View more
