You have done the right thing by registering the api as an app in Azure. You also have to add the Authentication middleware like

services.AddAuthentication(JwtBearerDefaults.AuthenticationScheme)
                .AddJwtBearer(o =>
                {
                    AuthenticationSettings settings = Configuration.GetSection("Authentication").Get<AuthenticationSettings>();
                    o.Authority = settings.Authority;
                    o.TokenValidationParameters = new TokenValidationParameters
                    {
                        ValidAudiences = new[]
                        {
                            settings.ClientId,
                            settings.ApplicationIdUri
                        }                        
                    };
                });

Then add "UseAuthentication" in the pipleline. See if this helps.