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Indeed, we don't have any option to import/export front door rule set.
If you wish you want this feature, please share this in azure feedback. All the feedback you share in these forums will be monitored and reviewed by the Microsoft engineering teams responsible for building Azure.
https://feedback.azure.com/d365community/forum/8ae9bf04-8326-ec11-b6e6-000d3a4f0789
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