AzureNotificationHubs-iOS uses swizzling that is why standard delegate methods don't get called. Microsoft documentation says to "Add the NHAppDelegateForwarderEnabled key [to plist] and set the value to 0" and it works. With this key in place swizzling is not used and delegate methods work as expected.

EDIT!!! My apologies, I found out the problem is AzureNotificationHubs-iOS pod being in project. I don't use it for now, but the very fact that it is there, breaks delegate method calls. Does anybody maybe know how to restore the delegate calls while still keeping the azure?