Hi,
I Know that Azure is not supporting Affinity Groups for Virtual Networks and they are in map to convert all the Affinity Based Virtual networks to Region based networks.
Yesterday I was trying to create a Virtual Network using Virtual Network Configuration file. But I have found a point that, we can still create a virtual Network based on Affinity Groups using Configuration file. Through portal it does not support but through configuration file we create as of. It is possible till the affinity groups deprecated for Virtual Networks.
Thanks and Regards
Bhaskar.D