This seems to have been resolved now. I just completed the steps without error today. However, this then resulted in an infinite redirect as it seemed to be matching HTTPS as well as HTTP. Given that the rule only matches GET verbs and ignores the scheme, I guess this was to be expected. I tried to guess how to add another condition:
$protocolCondition = New-AzCdnDeliveryRuleCondition -MatchVariable 'RequestScheme' -Operator Equal -MatchValue "HTTP"
$ep.DeliveryPolicy[0].Rules[0].Conditions.Add($protocolCondition)
However, after saving the endpoint there seemed to be no change in behaviour. Unfortunately then trying this:
$ep.DeliveryPolicy = $null
Set-AzCdnEndpoint -CdnEndpoint $ep
...did not remove the policy. When retrieving the endpoint again and inspecting it, the policy is still present with all the same conditions and rules. I think Set-AzCdnEndpoint decided that as I wasn't providing a DeliveryPolicy I must not be wanting to alter the current state.
The following mechanism did clear out the policy and at least remove the infinite redirect problem (though no solution for HTTP => HTTPS redirect):
$ep.DeliveryPolicy.Rules.Clear()
Set-AzCdnEndpoint -CdnEndpoint $ep
Braja it would be enormously useful if you could indicate the correct syntax for matching only HTTP requests in the conditions. Thanks!