The azurepipeline does not currently have support for the ArmPkg. When submitting a pull-request, no tests are run. Having the ArmPkg part of the CI would be an enhancement. Cf: https://github.com/tianocore/edk2/blob/master/.azurepipelines/templates/pr-gate-build-job.yml
Pierre is working on it.
Fixed by: https://github.com/tianocore/edk2/commit/2942cb5815f43f36d6719eb82aef6b2a40873257 and https://github.com/tianocore/edk2/commit/f11252e9fd203d03e2443585762d288338edc928
Resolved by the commits linked in the thread.