My best advice is if you like the technology you've been working with - like the IDE, the language, syntax, etc - then you can usually make anything work for you. .NET core has worked hard the last 2 versions to try and couple SPA's better with their SPA middleware. In 2.0 it was really only supporting angular and react (I think?), but you had to do some hacking to get Vue to play nice if you wanted an all in one project. Now with 3.0, they have added support with Vue so it's a lot more fluid.
I've done combined projects - where it's tightly coupled and generally in the end I've been more frustrated and felt like it's a lesser product. Visual Studio is very average IDE for frontend stuff, but is great for true .NET. Visual Code is a great IDE for frontend, but average for C#,.NET - even with improved extensions. I just felt like I was sacrificing the tools I liked to use for trying to make it all together in a single project.
The best approach I've come down to - as I love Vue and .NET/C# - is to decouple them and use .NET core for an API type approach and Vue as a true SPA (or Nuxt if you need better SEO). By decoupling you get a few advantages... 1. You can use the apps in their respective IDE's. .NET Core in VIsual Studio and your Frontend of choice in Visual Code (or any of the other great ones). 2. You can use the frontend cli's much better. Vue has a great cli and I always found when coupling inside a .NET project it just got a bit more frustrating to work with. 3. By decoupling...it really doesn't matter in 3 years if some great new framework (as their always is something new) comes out and you want to try it. You've decoupled your app to be frontend/backend so you can always adjust either without having to think of the app as an entire whole. 4. You also allow for expansion of products - want to add a mobile app? A separate admin area? Since your backend is setup like an API, you can easily extend your product without even thinking about "will my backend work with that"
Lastly, in terms of hosting. Not sure how much you've done with Azure. Azure does tie nicely into the flow of Microsoft (obviously...as it's Microsoft). They do however come out with 20 new things and change the name of things every 3 months so to keep up at times can be a bit crazy. The previous comment of that it can be expensive if not careful is definitely true. Generally in the cloud you will always need more then you think...especially when it comes to DB and it can be hard to truly calculate your cost. They have a pretty good free tier and a nice small business year (or they use to) where you can get some stuff for free to build up. .NET core is easier to host now as it's not necessarily just specific to a Windows Server so you have a bit more options. I would say just find the cheapest option you can until you build up the company. I love hosting my front SPA's on Netlify. Great tooling and generally their free tier is enough.