Make sure you check the following before deploying (Publish) to a Azure hosted web site.
- When creating a new App Service in Azure Portal, select .NET 5.
- When creating a new Blazor WebAssembly App in Visual Studio, select .NET 5 framework.
- When deploying from Visual Studio, deploy the .Server project and not the .Client project.
- If you are using Identity, make sure you have the Identity Database connection string set and Identity Key configured.