Arun Sirpal explains the benefit behind scale sets in Azure:
I really like scale sets. It lets you create and manage up to 1000 load balanced VMs per availability zone using windows or Linux images. (We can have flexible or uniforms modes for orchestration which dictates if you go down the homogenous VM route or a mix, where a mix is the flexible option.
There are many other benefits too apart from scaling, such as built-in load balancing options, increased resiliency via 3 Availability Zones and from a cost perspective you can couple scale sets with Azure Hybrid benefit or even use reserved instances – cost is important in the cloud!
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