Ubuntu – vsftp on Azure VM – filezilla reports private ip sent by server in passive mode

I'm setting up a secure FTP server on an Ubuntu 16.04 machine on Azure. It's FTP over TLS, with anonymous access disabled.

Trying to use the server using Filezilla works fine – authentication, transfer, directory listing – everything… except I get the following warning from Filezilla:

Server sent passive reply with unroutable address. Using server
address instead.

Sure, that makes sense – the VM has a private IP address, and in passive mode, it sends that private IP address to the client. The solution – add the following to vsftp.conf (this is an example, not the actual configuration):

pasv_enable=YES
port_enable=YES
#The VM allows connections to ports 12345 & 12346 - remember, this is an example
pasv_min_port=12345 
pasv_max_port=12346
#The VM's domain name
pasv_address=myftpservervm.cloudapp.net
#Make vsftp resolve myftpservervm.cloudapp.net and send that IP address to clients
pasv_addr_resolve=YES

Then I restart vsftp, and… nothing happens. I still get these:

Server sent passive reply with unroutable address. Using server
address instead.

I even tried setting pasv_address to the exact (external) IP address of the server (with and without pasv_addr_resolve=YES) and the result is the same.

Am I missing something?

I'm using vsftpd 3.0.3 (from the Ubuntu repo) with Filezilla 3.24.0 on Ubuntu 16.04 x64

Edit:

Apparently vsftp sends an IP address of 0.0.0.0 when entering passive mode. This issue seems relevant.