It was an interesting match but also one where Gauff and Pegula weren't able to play their best. The first set was particularly bad because they were out of a good rhytm, both of them. Azarenka and Haddad Maia were able to make that one a rather comfortable 6-1 experience thanks to their better rhytm.
They also served quite well as they dropped only two points on their serve in the entire set. The second one was a bit more complicated as Gauff and Pegula applied some early pressure however it was only a few games later that they were able to take the lead 4-2. Still, it wasn't enough as they lost the lead and not only that they even allowed Azarenka and her partner to create a match point at 4-5.
Ultimately it was a run of four games to finish it off as Pegula and Gauff really didn't play that well. They allowed 14 break chances on their serve and that's just not good enough. They only created two on the other side.