Azure Web Application Gateway performance with load test

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I have a Visual Studio load test that runs through the pages on a website, but have experienced big differences in performance when using a load balancer. If I run the tests going straight to Web Server 1 bypassing the load balancer I get an average page load time of under 1 second for 100 users as an example. If I direct the same test at the load balancer with 2 web servers behind it then I get an average page load time of about 30seconds - it starts quick but then deteriorates. This is strange as I now have 2 web servers load balanced instead of using 1 direct so I expect to be able to increase load. I am testing this with Azure Web Application Gateway now, and Azure VMs. I have experienced the same problem previously with an NGinx setup, I thought it was due to that setup but now I find I have the same on Azure. Any thoughts would be great.

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