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If you run `pulumi stack`, do you see the `myfrontdoor` resource in the resource list in the output?

Yes it's showing up there:
```
TYPE                                    NAME
pulumi:pulumi:Stack                     my-lab
azure:frontdoor/frontdoor:Frontdoor     myfrontdoor
```

Can you provide the full output of `pulumi preview --diff`?

It seems like Pulumi might be trying to replace the resource and by default Pulumi will try to create the new resource first before deleting the old and this is causing the conflict (maybe).