Start VM on Connect is a great improvement but please allow for calling of Function/Logic Apps, Scripts in Storage Accounts, anything as an intermediate step to powering on the VM. This will allow for changes to the a VM ahead of powering on for the user i.e we might choose to change the SKU of the attached disks on power-off of Personal Desktops (easily done) but we cant change them back when using the native Start VM on Connect functionality.
Similar functionality within the native scaling capabilities would also be nice for Pooled Host Pools.