Você precisará de um cliente SMB que suporte criptografia. Dê uma olhada nisso: link
Nesse URL, diz:
Note that since the Linux SMB client doesn’t support encryption yet, mounting from Linux still requires the client to be in the same Azure region as the file share. However, encryption support for Linux is on the roadmap of Linux developers responsible for SMB functionality from the community. Linux distributions that support encryption in the future will be able to mount Azure File Storage from anywhere as well.