I tried to google. Microsoft Connect doesn\'t accept bugs for Service Bus. Azure Portal sends to either MS forums or to StackOverflow - so here I am.
The question is
As given in this answer by Jafin there is fortunately an official fix from Microsoft release 10/23/2015 that solves the issue with .NET 4.6.
Download here: Update for Service Bus Server 1.1 (KB3086798)