Q. Why can I start/stop only one VM in a cloud service at a time in Azure?
A. If you try to perform major actions on more than one VM in a cloud service, you will receive an error when performing a second action. This is because major actions such as a start/stop of a VM locks the cloud service during the service management operation, which is changing the deployment configuration of the cloud service. Because of this lock, only one such action can be performed at a time. This is not a console limitation, but the core of Azure. If you performed PowerShell commands asynchronously, you would have the same issue. It is just that, by default, PowerShell runs synchronously and therefore waits for each action to complete before continuing.