When you deploy multiple instances to VM Role along with Windows Azure Connect and domain join setting , it may possible that domain join may work in one VM instance but not in others. I happen to worked on such issue and here are the details:
You must collect the diagnostics log in virtual machine where problem occurred along with other machine where it doesn't. To collect diagnostics log in Windows Azure Connect:
After our investigation we found that both instances had same original machine name, when they should have random machine names from
running sysprep /generalize before uploading. It is
possible that you may have missed the “Generalize” checkbox setting during
“Sysprep” your VHD.
To avoid the above problem all together, please don't forget the check "Generalize" option during Sysprep step as below: