The ability for WVD users to start a personal VM when they need it has been a highly anticipated feature of WVD. Good news – a feature called “Start VM on Connect” enables just this scenario, helping Azure customers reduce the cost of compute my shutting down personal VMs at night, and only starting them when a user wants access to their desktop.
You can read more about how to enable this feature https://docs.microsoft.com/en-us/azure/virtual-desktop/start-virtual-machine-connect.
This capability just went live in Azure Government (had be in preview in Azure Commercial for some time), but if you want to use it, note that the Portal in Gov hasn’t quite caught up… you have to enable the capability on your host pools using PowerShell (its coming to the portal very soon!):