Currently, there are limitations on Azure App Service on Linux.
Some features, such as virtual network integration, Azure Active
Directory/third-party authentication, or Kudu site extensions, are not
available yet. Once these features are available, we will update our
documentation and blog about the changes.
If this is your case, you have to use App Service Environment, then it's already in a VNet and doesn't require the use of the VNet Integration feature to reach resources in the same VNet. Also, you can restrict the Inbound and Outbound traffic in the subnet level NSG. If you only want to allow/deny list of IP addresses that are allowed to access your app, you can use Static IP Restrictions.
Alternatively, you can change to use Azure App Service on windows with standard or above pricing tier. Then you can use the VNet Integration feature.