connect two ubuntu virtual machines on azure

I created 2 ubuntu virtual machines on azure and I can log into one machine from the other using "ssh azureuser@xyz.cloudapp.net" but pinging or curl one virtual machine from another gives no response.

ping xyz.cloudapp.net
curl xyz.cloudapp.net

Modifying the /etc/hosts file with the internal ip addresses of the virtual machines doesn't work either.

Any ideas.

Thanks,