Making sure that you have all the following done: https://devblogs.microsoft.com/aspnet/asp-net-core-and-blazor-updates-in-net-core-3-0-preview-8/
If you create a new Project in VS 2019 and use the Hosted Blazor template and then without modification (once you have it building and working on your local machine) Publish it to Azure. You will see that when you go to the fetchdata page, that no data is returned when running in Azure, however locally it works fine.
This does not seem to be a CORS issue as all requests are from the same domain. I have tried modifying the web.config to remove WebDav. I have asked on github: https://github.com/aspnet/AspNetCore/issues/13630#issuecomment-527678673
They told me to ask here and think it's me.
Here is the site: http://daringclub.azurewebsites.net/fetchdata
If you load up the template, you literally have the exact same code.
I would expect that using the template and immediately publishing to azure without making any changes should just work out of the box.
Edit:
I've just upgraded to .net Core 3 Preview 9 and have been able to successfully publish the Blazor template (Client, Server and Shared version, I think it's called Blazor Client Hosted or something).
I now need to comment out code from my main site till stuff works, cause that's how I program ;)