Ref: https://blog.blksthl.com/2020/10/02/list-all-nsg-security-rules-in-one-query-using-azure-resource-graph/
Resources
| where type =~ "microsoft.network/networksecuritygroups"
| join kind=leftouter (ResourceContainers | where type=='microsoft.resources/subscriptions' | project SubcriptionName=name, subscriptionId) on subscriptionId
| mv-expand rules=properties.securityRules
| extend direction = tostring(rules.properties.direction)
| extend priority = toint(rules.properties.priority)
| extend description = rules.properties.description
| extend destprefix = rules.properties.destinationAddressPrefix
| extend destport = rules.properties.destinationPortRange
| extend sourceprefix = rules.properties.sourceAddressPrefix
| extend sourceport = rules.properties.sourcePortRange
| extend subnet_name = split((split(tostring(properties.subnets), '/'))[10], '"')[0]
//| where destprefix == '*'
| project SubcriptionName, resourceGroup, subnet_name, name, direction, priority, destprefix, destport, sourceprefix, sourceport, description //, subscriptionId, rules.properties
| sort by SubcriptionName, resourceGroup asc, name, direction asc, priority asc