Ok, maybe I found the answer to this; for E/W you use internal load balancing where you have "HA ports" option in LB rule which enables LB for all traffic and causes internal LB to do load balancing per flow (instead of per packet I guess).
High availability ports overview definition by MS:
"Azure Standard Load Balancer helps you load-balance all protocol flows on all ports simultaneously when you're using an internal load balancer via HA Ports.
High availability (HA) ports are a type of load balancing rule that provides an easy way to load-balance all flows that arrive on all ports of an internal standard load balancer. The load-balancing decision is made per flow. This action is based on the following five-tuple connection: source IP address, source port, destination IP address, destination port, and protocol"
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