You need to set up the health probes via ARM templates or using PowerShelI as they cannot be setup through Azure Portal if you have web apps in your backend pools. You need to leave the host field empty and set -PickHostNameFromBackendAddress property.
This code snippet should resolve your error:
# Create a probe with the PickHostNameFromBackendHttpSettings switch for web apps
$probeconfig = New-AzureRmApplicationGatewayProbeConfig -name webappprobe -Protocol Http -Path / -Interval 30 -Timeout 120 -UnhealthyThreshold 3 -PickHostNameFromBackendHttpSettings
# Define the backend http settings
$poolSetting = New-AzureRmApplicationGatewayBackendHttpSettings -Name appGatewayBackendHttpSettings -Port 80 -Protocol Http -CookieBasedAffinity Disabled -RequestTimeout 120 -PickHostNameFromBackendAddress -Probe $probeconfig