Explanation

Azure compute services, namely virtual machines (IaaS) and cloud services (PaaS), that are deployed within a virtual network can be connected through the private peering domain. The private peering domain is considered to be a trusted extension of your core network into Microsoft Azure.
Services such as Azure Storage, SQL databases, and Websites are offered on public IP addresses. You can privately connect to services hosted on public IP addresses, including VIPs of your cloud services, through the public peering routing domain. You can connect the public peering domain to your DMZ and connect to all Azure services on their public IP addresses from your WAN without having to connect through the internet.
References:
https://docs.microsoft.com/en-us/azure/expressroute/expressroute-circuit-peerings