Sophos Firewall in Azure

I've deployed plenty of Sophos XG/XGS appliances but I'm considering deploying one in Azure for the first time. I have a couple of questions and was hoping someone else who has done it may know.

1. How's the real-world performance? If a deploy a 2c4 on a F2s_v2 for example, what appliance would it be comparative to? An XG 115, 135, 210?

2. I noticed in a lot of documents it showed using Azure's VPN Gateway for connecting to on-premises. Why that over the Firewall's VPN? Especially if you're using a Sophos Firewall on premise and the new central orchestrion features.

3. For those who did it was worth it vs just using native Azure solutions like Azure Firewall/VPN Gateway/etc.

Thanks