If you intend to run your windows application as a service on a cloud service, then you can still make use of SignalR hosted in your app. Depending on your requirements, you may be able to make use of the SignalR service where load balancing is handled by Azure instead of having to handle in your windows app. I've put some links down below that you can refer to.
- https://learn.microsoft.com/en-us/azure/azure-signalr/signalr-quickstart-dotnet is a quickstart for utilizing hosted SignalR service with an ASP.NET application
- https://github.com/aspnet/AzureSignalR-samples/tree/master/samples is a list a samples you can review for various scenarios
- https://learn.microsoft.com/en-us/aspnet/signalr/overview/getting-started/supported-platforms lists the various platforms supported for the older version of SignalR so you can determine if you requirements will justify any migration
Hope this helps.