Why is "locality" field not being returned within address fields in call to get geocodes?

I have been able to reproduce this behavior. I also tested the underlying Bing Maps service used to power this service and it does have the locality property, so it doesn't look like a data issue. I'll pass this to the Azure Maps team so they can investigate this disconnect.

Note that geocoding services are designed to find the most likely coordinate an address represents on the globe. So if you are using it to try and clean address data, a geocoder is not an ideal solution as it was not designed for that purpose (It does work well for this scenario about 85% of the time). Geocoders shouldn't be used for address validation (e.g. ensuring an address exists) as geocoders will approximate the location of an unknown address which means it can return a successful result for an non-existing address based on approximating on where it should be. (e.g. address 50 is likely in the middle of a section of road with house numbers 1 thru 100).