Above link suggests you can white-list a single IP for Azure Service Bus.
We are seeing when we connect to $XXX.servicebus.windows.net, that in turn kicks off many connections to various 104.214.$YYY.$ZZZ destinations.
What actually needs to be whitelisted?
Are you using Azure Relay by any chance? If so, then this post describes how to find the 8, 16, 32, 48, or 64 IP addresses that could get used:
https://blogs.msdn.microsoft.com/servicebus/2017/01/13/azure-wcf-relay-dns-support/