SqlClient: EF core 3/SqlConnection with MultipleActiveResultSets=True is very slow in performance across network

Describe the bug

We are observing performance issues while calling sql server using EF core 3.1.2 or plain simple SqlConnection. Our current web app is hosted in West US region on Azure and the sql server is at West US 2. The moment we change the connection string to not having MultipleActiveResultSets=True, it just works fine. This does not happen if sql & app are deployed in same region. Sometimes its failing with below exception.

Microsoft.Data.SqlClient.SqlException (0x80131904): Execution Timeout Expired.  The timeout period elapsed prior to completion of the operation or the server is not responding.
 ---> System.ComponentModel.Win32Exception (258): Unknown error 258
   at Microsoft.Data.SqlClient.SqlConnection.OnError(SqlException exception, Boolean breakConnection, Action`1 wrapCloseInAction)
   at Microsoft.Data.SqlClient.SqlInternalConnection.OnError(SqlException exception, Boolean breakConnection, Action`1 wrapCloseInAction)
   at Microsoft.Data.SqlClient.TdsParser.ThrowExceptionAndWarning(TdsParserStateObject stateObj, Boolean callerHasConnectionLock, Boolean asyncClose)
   at Microsoft.Data.SqlClient.TdsParser.TryRun(RunBehavior runBehavior, SqlCommand cmdHandler, SqlDataReader dataStream, BulkCopySimpleResultSet bulkCopyHandler, TdsParserStateObject stateObj, Boolean& dataReady)
   at Microsoft.Data.SqlClient.TdsParser.Run(RunBehavior runBehavior, SqlCommand cmdHandler, SqlDataReader dataStream, BulkCopySimpleResultSet bulkCopyHandler, TdsParserStateObject stateObj)
   at Microsoft.Data.SqlClient.TdsParser.TdsExecuteTransactionManagerRequest(Byte[] buffer, TransactionManagerRequestType request, String transactionName, TransactionManagerIsolationLevel isoLevel, Int32 timeout, SqlInternalTransaction transaction, TdsParserStateObject stateObj, Boolean isDelegateControlRequest)
   at Microsoft.Data.SqlClient.SqlInternalConnectionTds.ExecuteTransactionYukon(TransactionRequest transactionRequest, String transactionName, IsolationLevel iso, SqlInternalTransaction internalTransaction, Boolean isDelegateControlRequest)
   at Microsoft.Data.SqlClient.SqlInternalConnectionTds.ExecuteTransaction(TransactionRequest transactionRequest, String name, IsolationLevel iso, SqlInternalTransaction internalTransaction, Boolean isDelegateControlRequest)
   at Microsoft.Data.SqlClient.SqlInternalConnection.BeginSqlTransaction(IsolationLevel iso, String transactionName, Boolean shouldReconnect)
   at Microsoft.Data.SqlClient.SqlConnection.BeginTransaction(IsolationLevel iso, String transactionName)
   at Microsoft.Data.SqlClient.SqlConnection.BeginTransaction(IsolationLevel iso)
   at reprocli.Program.Scenario4(String connString, Int32 number)
   at reprocli.Program.<>c__DisplayClass0_0.<Main>b__0(Int32 n)
   at System.Linq.Parallel.ForAllOperator`1.ForAllEnumerator`1.MoveNext(TInput& currentElement, Int32& currentKey)
   at System.Linq.Parallel.ForAllSpoolingTask`2.SpoolingWork()
   at System.Linq.Parallel.SpoolingTaskBase.Work()
   at System.Linq.Parallel.QueryTask.BaseWork(Object unused)
   at System.Linq.Parallel.QueryTask.<>c.<.cctor>b__10_0(Object o)
   at System.Threading.Tasks.Task.InnerInvoke()
   at System.Threading.Tasks.Task.<>c.<.cctor>b__274_0(Object obj)
   at System.Threading.ExecutionContext.RunFromThreadPoolDispatchLoop(Thread threadPoolThread, ExecutionContext executionContext, ContextCallback callback, Object state)
--- End of stack trace from previous location where exception was thrown ---
   at System.Threading.ExecutionContext.RunFromThreadPoolDispatchLoop(Thread threadPoolThread, ExecutionContext executionContext, ContextCallback callback, Object state)
   at System.Threading.Tasks.Task.ExecuteWithThreadLocal(Task& currentTaskSlot, Thread threadPoolThread)
ClientConnectionId:005d2aae-9409-4711-aaa0-b03b70f2832e
Error Number:-2,State:0,Class:11
ClientConnectionId before routing:e3300799-fdd0-40a4-84ea-b9f383596b12
Routing Destination:fed2c41af7dc.tr5.westus2-a.worker.database.windows.net,11063<---

To reproduce

Just create a SqlConnection and call it from a console app. My table has ~100 thousands rows.

static void Main(string[] args)
        {
            Console.WriteLine(DateTime.UtcNow);
            string constring = @"<<connection string with mars>>";
            using (SqlConnection con = new SqlConnection(constring))
            {
                using (SqlCommand cmd = new SqlCommand("SELECT * FROM YourTable", con))
                {
                    cmd.CommandType = CommandType.Text;
                    using (SqlDataAdapter sda = new SqlDataAdapter(cmd))
                    {
                        using (DataTable dt = new DataTable())
                        {
                            sda.Fill(dt);
                        }
                    }
                }
            }
            Console.WriteLine(DateTime.UtcNow);

            Console.WriteLine(DateTime.UtcNow);
            constring = @"<<connection string without mars>>";
            using (SqlConnection con = new SqlConnection(constring))
            {
                using (SqlCommand cmd = new SqlCommand("SELECT * FROM YourTable", con))
                {
                    cmd.CommandType = CommandType.Text;
                    using (SqlDataAdapter sda = new SqlDataAdapter(cmd))
                    {
                        using (DataTable dt = new DataTable())
                        {
                            sda.Fill(dt);
                        }
                    }
                }
            }
            Console.WriteLine(DateTime.UtcNow);
            Console.ReadLine();
        }

Expected behavior

It should take same time to execute both commands, the time difference is huge in this case.

Further technical details

System.Data.SqlClient version: 4.8.1 OR M.D.SqlClient 1.1.1 .NET target: netcoreapp3.1 SQL Server version: Azure SQL Operating system: Hosted on Azure Web App on Windows