Application gateway inserts six additional headers to all requests before it forwards the requests to the backend. These headers are x-forwarded-for, x-forwarded-port, x-forwarded-proto, x-original-host, x-original-url, and x-appgw-trace-id. X-original-host header contains the original host header with which the request arrived. This header is useful in Azure website integration, where the incoming host header is modified before traffic is routed to the backend. If session affinity is enabled as an option, then it adds a gateway-managed affinity cookie. For more info, please see this link: https://learn.microsoft.com/en-us/azure/application-gateway/how-application-gateway-works#modifications-to-the-request

The above is according to the Microsoft's Azure Application Gateway webpage. You can capture the X-Original-Host header and redirect to it in your Startup.cs; something like this:

app.Use(async (context, next) =>
{
  if (context.Request.Headers.GetValues("X-Original-Host") != null)
  {
    var originalHost = context.Request.Headers.GetValues("X-Original-Host").FirstOrDefault();
    context.Request.Headers.Set("Host", originalHost);
  }
  await next.Invoke();
});